+80.3%
PEP vs FN
+837.6%
-757.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.9% | -11.5% | +0.1% |
| 7D | +1.0% | +16.3% | -15.2% | +0.6% |
| 30D | +12.6% | -24.7% | +37.4% | +13.4% |
| 3M | +3.1% | -34.9% | +38.1% | +4.2% |
| 6M | -6.3% | -41.1% | +34.8% | -5.3% |
| YTD | +1.9% | -19.6% | +21.5% | +0.9% |
| 1Y | +3.3% | -18.5% | +21.8% | +2.0% |
| 3Y | -4.8% | +119.1% | -124.0% | -14.7% |
| 5Y | +2.0% | +206.9% | -204.9% | -13.6% |
| 10Y | +80.3% | +826.4% | -746.1% | +37.5% |
| All | +80.3% | +837.6% | -757.3% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling