+81.9%
PEP vs FN
+663.9%
-582.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.2% | +14.4% | +0.5% |
| 7D | +6.7% | -16.0% | +22.6% | +7.0% |
| 30D | +13.5% | -40.1% | +53.6% | +15.0% |
| 3M | +3.9% | -43.9% | +47.8% | +5.3% |
| 6M | -6.0% | -55.6% | +49.6% | -4.2% |
| YTD | +2.5% | -35.7% | +38.1% | +2.0% |
| 1Y | +3.9% | -39.8% | +43.8% | +3.7% |
| 3Y | -4.7% | +80.3% | -84.9% | -14.4% |
| 5Y | +1.1% | +143.3% | -142.2% | -13.9% |
| All | +81.9% | +663.9% | -582.1% | +38.2% |
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