+64.2%
PEP vs FND
+66.0%
-1.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -1.4% | -5.2% | +3.8% | -0.8% |
| 30D | +0.2% | -19.9% | +20.1% | +2.7% |
| 3M | -1.1% | +2.7% | -3.8% | -1.8% |
| 6M | -13.5% | -21.7% | +8.2% | -11.6% |
| YTD | -1.2% | -17.5% | +16.3% | +0.1% |
| 1Y | -1.6% | -39.3% | +37.7% | +3.1% |
| 3Y | -12.5% | -49.8% | +37.3% | -8.2% |
| 5Y | +3.0% | -60.1% | +63.1% | +8.1% |
| All | +64.2% | +66.0% | -1.8% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling