+76.6%
PEP vs SFM
+293.3%
-216.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.2% |
| 7D | +0.1% | -5.8% | +5.9% | +0.6% |
| 30D | +0.7% | -11.4% | +12.0% | +1.7% |
| 3M | -0.5% | -12.2% | +11.7% | +0.5% |
| 6M | -11.3% | -5.2% | -6.1% | -11.3% |
| YTD | -0.6% | -4.5% | +3.9% | -0.7% |
| 1Y | +1.7% | -45.4% | +47.0% | +6.8% |
| 3Y | -12.5% | +91.1% | -103.6% | -22.8% |
| 5Y | +3.9% | +226.8% | -222.9% | -16.2% |
| 10Y | +76.6% | +291.9% | -215.3% | +33.8% |
| All | +76.6% | +293.3% | -216.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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