+81.4%
PEP vs FTI
+299.5%
-218.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.7% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.7% | +12.3% | -11.7% | -0.1% |
| 3M | -0.5% | +13.8% | -14.3% | -1.5% |
| 6M | -11.3% | +24.3% | -35.6% | -12.8% |
| YTD | -0.6% | +75.8% | -76.4% | -4.6% |
| 1Y | +1.7% | +99.6% | -98.0% | -3.4% |
| 3Y | -12.5% | +278.4% | -290.9% | -21.7% |
| 5Y | +3.9% | +1,168.7% | -1,164.8% | -18.1% |
| All | +81.4% | +299.5% | -218.1% | +35.1% |
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