+3,159.9%
PEP vs IFF
+856.0%
+2,303.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.4% | -1.8% | +0.4% | -0.9% |
| 30D | +0.2% | -2.0% | +2.2% | +0.7% |
| 3M | -1.1% | +18.5% | -19.7% | -5.8% |
| 6M | -13.5% | +11.7% | -25.2% | -17.0% |
| YTD | -1.2% | +29.6% | -30.8% | -9.1% |
| 1Y | -1.6% | +35.0% | -36.5% | -10.7% |
| 3Y | -12.5% | +32.3% | -44.8% | -21.6% |
| 5Y | +3.0% | -34.6% | +37.6% | +8.7% |
| 10Y | +73.9% | -20.6% | +94.5% | +65.5% |
| All | +3,159.9% | +856.0% | +2,303.9% | +900.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling