+0.7%
PEP vs FND
-45.0%
+45.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +0.9% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.7% | -23.6% | +24.2% | +2.6% |
| 3M | -0.5% | +4.3% | -4.9% | -0.9% |
| 6M | -11.3% | -20.3% | +9.0% | -10.3% |
| YTD | -0.6% | -21.3% | +20.7% | +0.5% |
| All | +0.7% | -45.0% | +45.7% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling