+77.5%
PEP vs FTV
+90.8%
-13.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.4% | -4.5% | +3.1% | -0.3% |
| 30D | +0.2% | -7.1% | +7.3% | +2.0% |
| 3M | -1.1% | -7.2% | +6.0% | +0.5% |
| 6M | -13.5% | -1.5% | -12.0% | -13.6% |
| YTD | -1.2% | +3.5% | -4.7% | -2.9% |
| 1Y | -1.6% | +20.3% | -21.9% | -7.3% |
| 3Y | -12.5% | -3.1% | -9.4% | -14.1% |
| 5Y | +3.0% | +2.3% | +0.7% | -2.1% |
| 10Y | +73.9% | +76.3% | -2.4% | +37.9% |
| All | +77.5% | +90.8% | -13.2% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling