+4.4%
PEP vs SFM
+116.0%
-111.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | +2.9% | +6.0% | -3.1% | +2.5% |
| 30D | +12.5% | -19.5% | +32.0% | +13.8% |
| 3M | +4.5% | -37.0% | +41.6% | +7.4% |
| 6M | -0.5% | -41.0% | +40.5% | +2.6% |
| YTD | +4.4% | -34.6% | +39.1% | +6.7% |
| 1Y | +4.4% | -36.3% | +40.6% | +6.8% |
| 3Y | -3.4% | +24.5% | -27.9% | -13.4% |
| All | +4.4% | +116.0% | -111.5% | -15.6% |
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