+91.3%
PEP vs FTI
+183.5%
-92.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.1% |
| 7D | -0.3% | +5.4% | -5.7% | -0.6% |
| 30D | +11.8% | -8.2% | +20.0% | +12.3% |
| 3M | +3.7% | -13.7% | +17.4% | +4.5% |
| 6M | -4.3% | -11.2% | +6.9% | -3.9% |
| YTD | +2.1% | +46.0% | -43.9% | -0.9% |
| 1Y | +2.5% | +51.8% | -49.3% | -0.9% |
| 3Y | -5.0% | +206.7% | -211.8% | -13.9% |
| 5Y | +2.9% | +862.0% | -859.2% | -17.4% |
| All | +91.3% | +183.5% | -92.3% | +46.8% |
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