-2.6%
PEP vs FTV
+21.5%
-24.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -2.4% | -4.6% | +2.2% | -2.1% |
| 30D | -0.8% | -7.2% | +6.3% | -0.4% |
| 3M | -2.2% | -7.3% | +5.1% | -1.8% |
| 6M | -14.4% | -1.6% | -12.8% | -14.1% |
| YTD | -2.2% | +3.3% | -5.6% | -2.5% |
| 1Y | -2.6% | +20.2% | -22.8% | -2.8% |
| All | -2.6% | +21.5% | -24.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling