+523.9%
PEP vs FTI
+2,165.1%
-1,641.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.4% | +5.3% | -6.7% | -1.9% |
| 30D | +0.2% | +15.3% | -15.1% | -1.2% |
| 3M | -1.1% | +15.8% | -16.9% | -2.7% |
| 6M | -13.5% | +22.6% | -36.1% | -15.5% |
| YTD | -1.2% | +79.5% | -80.7% | -7.2% |
| 1Y | -1.6% | +102.0% | -103.6% | -8.7% |
| 3Y | -12.5% | +315.8% | -328.3% | -26.0% |
| 5Y | +3.0% | +1,129.5% | -1,126.5% | -24.8% |
| 10Y | +73.9% | +320.9% | -247.0% | +31.7% |
| All | +523.9% | +2,165.1% | -1,641.2% | +223.8% |
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 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