+4.7%
PEP vs FTI
+1,129.5%
-1,124.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.4% | +5.3% | -6.7% | -1.4% |
| 30D | +0.2% | +15.3% | -15.1% | +0.1% |
| 3M | -1.1% | +15.8% | -16.9% | -1.3% |
| 6M | -13.5% | +22.6% | -36.1% | -13.8% |
| YTD | -1.2% | +79.5% | -80.7% | -2.3% |
| 1Y | -1.6% | +102.0% | -103.6% | -2.8% |
| 3Y | -12.5% | +315.8% | -328.3% | -16.3% |
| All | +4.7% | +1,129.5% | -1,124.8% | -5.2% |
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