-15.3%
PEP vs FPS
+20.6%
-35.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -0.5% |
| 7D | -1.4% | +3.1% | -4.5% | -1.1% |
| 30D | +0.2% | -18.6% | +18.8% | -1.3% |
| 3M | -1.1% | -51.5% | +50.3% | -4.7% |
| 6M | -13.5% | -8.5% | -5.0% | -16.0% |
| All | -15.3% | +20.6% | -35.9% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling