+95.5%
PEP vs FTI
+189.4%
-93.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.2% | +2.1% |
| 7D | +2.9% | +4.3% | -1.4% | +2.6% |
| 30D | +12.5% | -4.7% | +17.2% | +12.8% |
| 3M | +4.5% | -13.5% | +18.1% | +5.4% |
| 6M | -0.5% | -8.7% | +8.2% | -0.2% |
| YTD | +4.4% | +49.0% | -44.6% | +1.1% |
| 1Y | +4.4% | +54.0% | -49.7% | +0.8% |
| 3Y | -3.4% | +211.6% | -215.0% | -12.5% |
| 5Y | +5.2% | +881.9% | -876.7% | -15.7% |
| All | +95.5% | +189.4% | -93.8% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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