+564.6%
PEP vs FLR
+520.6%
+44.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.0% |
| 7D | -0.3% | +10.1% | -10.4% | -1.1% |
| 30D | +11.8% | -0.5% | +12.2% | +11.6% |
| 3M | +3.7% | -4.8% | +8.5% | +3.8% |
| 6M | -4.3% | +10.7% | -15.0% | -5.7% |
| YTD | +2.1% | +25.0% | -22.8% | -0.8% |
| 1Y | +2.5% | +8.3% | -5.8% | +0.7% |
| 3Y | -5.0% | +36.8% | -41.9% | -10.7% |
| 5Y | +2.9% | +121.8% | -118.9% | -9.1% |
| 10Y | +87.9% | +9.2% | +78.8% | +66.7% |
| All | +564.6% | +520.6% | +44.0% | +321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling