+542.9%
PEP vs FLR
+603.8%
-60.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.5% |
| 7D | -1.4% | +5.4% | -6.8% | -1.8% |
| 30D | +0.2% | +11.4% | -11.2% | -0.8% |
| 3M | -1.1% | +11.4% | -12.5% | -2.4% |
| 6M | -13.5% | +16.6% | -30.1% | -15.2% |
| YTD | -1.2% | +41.7% | -42.9% | -4.8% |
| 1Y | -1.6% | +35.4% | -37.0% | -5.0% |
| 3Y | -12.5% | +57.3% | -69.8% | -18.6% |
| 5Y | +3.0% | +241.0% | -238.0% | -12.5% |
| 10Y | +73.9% | +16.6% | +57.3% | +53.9% |
| All | +542.9% | +603.8% | -60.9% | +304.2% |
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