+121.4%
PEP vs FWONK
+281.7%
-160.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.6% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | +0.3% | -5.8% | +6.1% | +1.2% |
| 3M | -3.2% | +10.0% | -13.3% | -4.7% |
| 6M | -13.6% | +14.7% | -28.2% | -15.5% |
| YTD | -1.9% | -1.7% | -0.1% | -1.9% |
| 1Y | -0.6% | -4.6% | +4.0% | -0.4% |
| 3Y | -13.6% | +46.7% | -60.3% | -19.9% |
| 5Y | +3.2% | +99.4% | -96.2% | -10.2% |
| 10Y | +79.1% | +345.6% | -266.5% | +33.2% |
| All | +121.4% | +281.7% | -160.3% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling