-13.0%
PEP vs USFR
+14.0%
-27.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +0.2% | +0.3% | -0.1% | +0.2% |
| 3M | -1.1% | +1.0% | -2.1% | -1.2% |
| 6M | -13.5% | +1.9% | -15.4% | -13.3% |
| YTD | -1.2% | +2.6% | -3.8% | -0.6% |
| 1Y | -1.6% | +4.0% | -5.6% | -0.7% |
| All | -13.0% | +14.0% | -27.0% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling