+75.3%
PEP vs FWONK
+340.2%
-264.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -0.7% | -7.7% | +7.1% | +0.6% |
| 3M | -4.1% | +5.7% | -9.9% | -5.0% |
| 6M | -13.1% | +13.5% | -26.5% | -15.0% |
| YTD | -2.1% | -3.0% | +0.8% | -2.0% |
| 1Y | -1.7% | -6.4% | +4.8% | -1.1% |
| 3Y | -15.1% | +43.8% | -58.9% | -21.5% |
| 5Y | +3.1% | +98.6% | -95.4% | -11.3% |
| All | +75.3% | +340.2% | -264.9% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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