+4.8%
PEP vs FN
-24.2%
+29.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.0% | +0.9% |
| 7D | +4.6% | -4.1% | +8.7% | +4.5% |
| 30D | +14.0% | -28.3% | +42.3% | +12.6% |
| 3M | +5.4% | -33.9% | +39.3% | +3.9% |
| 6M | -5.1% | -43.9% | +38.8% | -6.3% |
| YTD | +3.1% | -23.4% | +26.6% | +2.4% |
| 1Y | +4.8% | -25.4% | +30.2% | +4.0% |
| All | +4.8% | -24.2% | +29.0% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling