+1.7%
PEP vs SFM
-45.2%
+46.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.9% |
| 7D | +0.1% | -5.8% | +5.9% | +0.3% |
| 30D | +0.7% | -11.4% | +12.0% | +1.1% |
| 3M | -0.5% | -12.2% | +11.7% | -0.1% |
| 6M | -11.3% | -5.2% | -6.1% | -11.2% |
| YTD | -0.6% | -4.5% | +3.9% | -0.6% |
| 1Y | +1.7% | -45.4% | +47.0% | +11.2% |
| All | +1.7% | -45.2% | +46.9% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling