+3.3%
PEP vs SFM
+115.8%
-112.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.4% | +0.6% |
| 7D | +6.7% | +7.5% | -0.8% | +6.1% |
| 30D | +13.5% | -20.8% | +34.3% | +15.0% |
| 3M | +3.9% | -39.4% | +43.3% | +7.1% |
| 6M | -6.0% | -34.5% | +28.5% | -3.7% |
| YTD | +2.5% | -35.2% | +37.7% | +4.8% |
| 1Y | +3.9% | -35.3% | +39.2% | +6.2% |
| 3Y | -4.7% | +23.9% | -28.6% | -14.5% |
| All | +3.3% | +115.8% | -112.5% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling