+4.4%
PEP vs IFF
-39.2%
+43.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.3% | +2.1% |
| 7D | +2.9% | -1.8% | +4.7% | +3.2% |
| 30D | +12.5% | -9.4% | +21.9% | +14.2% |
| 3M | +4.5% | -3.0% | +7.5% | +5.0% |
| 6M | -0.5% | +5.8% | -6.3% | -1.6% |
| YTD | +4.4% | +22.4% | -17.9% | +0.4% |
| 1Y | +4.4% | +23.0% | -18.7% | +0.2% |
| 3Y | -3.4% | +21.8% | -25.2% | -7.5% |
| All | +4.4% | -39.2% | +43.6% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling