+84.1%
PEP vs FTV
+119.2%
-35.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +1.3% |
| 7D | +6.7% | -0.6% | +7.3% | +6.8% |
| 30D | +13.5% | +13.0% | +0.5% | +10.0% |
| 3M | +3.9% | +6.8% | -2.9% | +2.1% |
| 6M | -6.0% | +8.0% | -14.0% | -8.1% |
| YTD | +2.5% | +18.9% | -16.4% | -2.9% |
| 1Y | +3.9% | +30.8% | -26.9% | -4.0% |
| 3Y | -4.7% | +33.4% | -38.0% | -14.3% |
| 5Y | +1.1% | +12.7% | -11.6% | -6.0% |
| 10Y | +83.8% | +111.6% | -27.7% | +40.1% |
| All | +84.1% | +119.2% | -35.1% | +40.4% |
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 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