-11.9%
PEP vs FN
+158.4%
-170.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.5% |
| 7D | -1.4% | -1.7% | +0.3% | -1.5% |
| 30D | +0.2% | -22.0% | +22.2% | -0.7% |
| 3M | -1.1% | -43.0% | +41.9% | -2.6% |
| 6M | -13.5% | -27.7% | +14.3% | -14.0% |
| YTD | -1.2% | -10.5% | +9.3% | -0.9% |
| 1Y | -1.6% | +12.5% | -14.0% | -0.3% |
| All | -11.9% | +158.4% | -170.3% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling