-4.6%
PEP vs FTV
+33.3%
-37.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.6% |
| 7D | +6.7% | -0.6% | +7.3% | +6.7% |
| 30D | +13.5% | +13.0% | +0.5% | +12.2% |
| 3M | +3.9% | +6.8% | -2.9% | +3.2% |
| 6M | -6.0% | +8.0% | -14.0% | -6.8% |
| YTD | +2.5% | +18.9% | -16.4% | +0.5% |
| 1Y | +3.9% | +30.8% | -26.9% | +0.9% |
| All | -4.6% | +33.3% | -37.9% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling