+271.0%
PEP vs FN
+3,620.5%
-3,349.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.8% |
| 7D | -1.4% | -1.7% | +0.3% | -1.3% |
| 30D | +0.2% | -22.0% | +22.2% | +1.0% |
| 3M | -1.1% | -43.0% | +41.9% | +0.8% |
| 6M | -13.5% | -27.7% | +14.3% | -13.2% |
| YTD | -1.2% | -10.5% | +9.3% | -2.1% |
| 1Y | -1.6% | +12.5% | -14.0% | -3.9% |
| 3Y | -12.5% | +153.8% | -166.3% | -20.7% |
| 5Y | +3.0% | +288.0% | -285.0% | -10.7% |
| 10Y | +73.9% | +906.4% | -832.5% | +39.7% |
| All | +271.0% | +3,620.5% | -3,349.6% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling