+2.3%
PEP vs FTI
+776.4%
-774.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.0% |
| 7D | +2.9% | -7.6% | +10.5% | +3.0% |
| 30D | +14.2% | -7.1% | +21.4% | +14.3% |
| 3M | +3.2% | -8.7% | +11.9% | +3.2% |
| 6M | -7.4% | -14.0% | +6.5% | -7.3% |
| YTD | +1.5% | +42.8% | -41.4% | +0.5% |
| 1Y | +3.9% | +50.4% | -46.5% | +2.8% |
| 3Y | -5.5% | +194.1% | -199.6% | -9.1% |
| All | +2.3% | +776.4% | -774.1% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling