+144.4%
PEP vs SFM
+132.6%
+11.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | -0.9% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +0.2% | -4.4% | +4.6% | +0.6% |
| 3M | -1.1% | +1.5% | -2.6% | -1.4% |
| 6M | -13.5% | +6.5% | -20.0% | -14.3% |
| YTD | -1.2% | +2.2% | -3.4% | -1.9% |
| 1Y | -1.6% | -41.9% | +40.3% | +2.2% |
| 3Y | -12.5% | +106.8% | -119.3% | -21.5% |
| 5Y | +3.0% | +231.6% | -228.5% | -13.3% |
| 10Y | +73.9% | +258.4% | -184.5% | +40.5% |
| All | +144.4% | +132.6% | +11.8% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling