+79.1%
PEP vs FTV
+78.2%
+0.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.0% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | +0.3% | -9.5% | +9.8% | +2.8% |
| 3M | -3.2% | -10.9% | +7.7% | -0.6% |
| 6M | -13.6% | -0.6% | -12.9% | -13.8% |
| YTD | -1.9% | +1.4% | -3.3% | -3.1% |
| 1Y | -0.6% | +17.6% | -18.2% | -5.9% |
| 3Y | -13.6% | -3.3% | -10.3% | -15.2% |
| 5Y | +3.2% | -0.1% | +3.4% | -1.3% |
| 10Y | +79.1% | +82.5% | -3.4% | +41.9% |
| All | +79.1% | +78.2% | +0.9% | +41.9% |
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