+89.6%
PEP vs USFR
+28.5%
+61.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | +14.0% | +0.4% | +13.6% | +14.1% |
| 3M | +5.4% | +1.1% | +4.3% | +5.6% |
| 6M | -5.1% | +2.1% | -7.2% | -4.7% |
| YTD | +3.1% | +3.4% | -0.3% | +4.0% |
| 1Y | +4.8% | +4.1% | +0.7% | +5.8% |
| 3Y | -4.1% | +14.4% | -18.5% | -0.8% |
| 5Y | +3.0% | +21.4% | -18.4% | +7.7% |
| 10Y | +89.6% | +28.5% | +61.1% | +102.3% |
| All | +89.6% | +28.5% | +61.1% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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