+91.3%
PEP vs FTV
+109.0%
-17.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +3.7% | -4.0% | -1.2% |
| 30D | +11.8% | +16.8% | -5.1% | +7.4% |
| 3M | +3.7% | +10.4% | -6.7% | +0.9% |
| 6M | -4.3% | +12.8% | -17.1% | -7.6% |
| YTD | +2.1% | +23.3% | -21.2% | -4.2% |
| 1Y | +2.5% | +31.0% | -28.5% | -5.4% |
| 3Y | -5.0% | +38.6% | -43.6% | -15.7% |
| 5Y | +2.9% | +17.6% | -14.7% | -5.5% |
| All | +91.3% | +109.0% | -17.7% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling