-5.9%
PEP vs FN
-52.5%
+46.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.0% | +9.7% | +3.0% |
| 7D | +7.4% | -7.0% | +14.4% | +6.8% |
| 30D | +13.3% | -24.7% | +38.1% | +10.8% |
| 3M | +3.5% | -35.7% | +39.1% | +0.2% |
| 6M | -5.9% | -52.4% | +46.5% | -9.4% |
| All | -5.9% | -52.5% | +46.6% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling