+3.9%
PEP vs FLR
+248.0%
-244.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +0.7% | -0.7% | +1.3% | +0.7% |
| 3M | -0.5% | +14.3% | -14.9% | -0.3% |
| 6M | -11.3% | +25.6% | -36.9% | -11.1% |
| YTD | -0.6% | +42.9% | -43.5% | -0.3% |
| 1Y | +1.7% | +38.7% | -37.1% | +1.9% |
| 3Y | -12.5% | +61.8% | -74.2% | -13.9% |
| 5Y | +3.9% | +254.1% | -250.2% | -3.6% |
| All | +3.9% | +248.0% | -244.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling