+543.2%
PEP vs FTI
+1,715.2%
-1,172.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +1.0% | -4.3% | +5.4% | +1.4% |
| 30D | +12.6% | -8.0% | +20.7% | +13.4% |
| 3M | +3.1% | -8.0% | +11.2% | +3.8% |
| 6M | -6.3% | -8.7% | +2.4% | -5.9% |
| YTD | +1.9% | +43.9% | -42.0% | -2.4% |
| 1Y | +3.3% | +49.8% | -46.5% | -1.5% |
| 3Y | -4.8% | +211.7% | -216.5% | -17.2% |
| 5Y | +2.0% | +781.6% | -779.5% | -22.8% |
| 10Y | +80.3% | +180.2% | -99.8% | +42.7% |
| All | +543.2% | +1,715.2% | -1,172.0% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling