-11.5%
PEP vs FPS
-5.5%
-6.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.4% | -14.2% | +1.4% |
| 7D | +1.1% | +9.5% | -8.4% | +2.1% |
| 30D | +13.6% | -33.8% | +47.4% | +11.0% |
| 3M | +5.1% | -34.9% | +40.0% | +2.8% |
| 6M | -1.6% | -42.9% | +41.3% | -5.2% |
| All | -11.5% | -5.5% | -6.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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