+85.2%
PEP vs FTV
+126.9%
-41.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | +4.6% | +1.4% | +3.2% | +4.2% |
| 30D | +14.0% | +18.3% | -4.3% | +9.3% |
| 3M | +5.4% | +9.8% | -4.4% | +2.8% |
| 6M | -5.1% | +12.3% | -17.5% | -8.2% |
| YTD | +3.1% | +23.1% | -20.0% | -3.1% |
| 1Y | +4.8% | +32.5% | -27.8% | -3.5% |
| 3Y | -4.1% | +38.3% | -42.5% | -14.6% |
| 5Y | +3.0% | +16.8% | -13.9% | -5.1% |
| 10Y | +89.6% | +106.6% | -17.0% | +44.4% |
| All | +85.2% | +126.9% | -41.7% | +40.1% |
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