-0.6%
PEP vs FTI
+97.6%
-98.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.3% |
| 7D | -1.7% | -2.3% | +0.6% | -1.9% |
| 30D | +0.3% | +5.0% | -4.7% | +0.7% |
| 3M | -3.2% | +13.8% | -17.1% | -2.1% |
| 6M | -13.6% | +22.9% | -36.5% | -12.6% |
| YTD | -1.9% | +75.0% | -76.8% | +1.5% |
| 1Y | -0.6% | +96.9% | -97.5% | +6.3% |
| All | -0.6% | +97.6% | -98.2% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling