+3,179.4%
PEP vs IFF
+848.0%
+2,331.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.7% | -0.3% | +1.0% | +0.7% |
| 3M | -0.5% | +18.6% | -19.1% | -5.3% |
| 6M | -11.3% | +17.4% | -28.7% | -16.0% |
| YTD | -0.6% | +28.5% | -29.1% | -8.3% |
| 1Y | +1.7% | +32.5% | -30.9% | -7.3% |
| 3Y | -12.5% | +34.1% | -46.5% | -21.9% |
| 5Y | +3.9% | -35.2% | +39.1% | +9.9% |
| 10Y | +76.6% | -21.1% | +97.7% | +68.3% |
| All | +3,179.4% | +848.0% | +2,331.4% | +909.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IFF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling