+551.0%
PEP vs FTI
+1,731.3%
-1,180.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +4.6% | -3.3% | +7.9% | +4.9% |
| 30D | +14.0% | -7.2% | +21.2% | +14.7% |
| 3M | +5.4% | -12.9% | +18.3% | +6.6% |
| 6M | -5.1% | -7.9% | +2.7% | -4.8% |
| YTD | +3.1% | +45.2% | -42.1% | -1.3% |
| 1Y | +4.8% | +48.1% | -43.3% | +0.1% |
| 3Y | -4.1% | +205.0% | -209.1% | -16.4% |
| 5Y | +3.0% | +838.8% | -835.9% | -22.7% |
| 10Y | +89.6% | +174.8% | -85.2% | +50.5% |
| All | +551.0% | +1,731.3% | -1,180.3% | +244.3% |
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 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