+63.1%
PEP vs FND
+57.3%
+5.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +0.3% | -19.6% | +19.9% | +2.8% |
| 3M | -3.2% | -4.3% | +1.1% | -3.1% |
| 6M | -13.6% | -20.4% | +6.9% | -11.9% |
| YTD | -1.9% | -21.9% | +20.0% | 0.0% |
| 1Y | -0.6% | -45.2% | +44.6% | +5.3% |
| 3Y | -13.6% | -49.2% | +35.6% | -9.5% |
| 5Y | +3.2% | -61.8% | +65.0% | +8.8% |
| All | +63.1% | +57.3% | +5.8% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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