+3.9%
PEP vs USFR
+20.5%
-16.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.2% |
| 30D | +0.7% | +0.3% | +0.3% | +1.0% |
| 3M | -0.5% | +1.0% | -1.5% | +0.6% |
| 6M | -11.3% | +1.9% | -13.2% | -9.2% |
| YTD | -0.6% | +2.7% | -3.3% | +2.7% |
| 1Y | +1.7% | +4.0% | -2.4% | +6.9% |
| 3Y | -12.5% | +14.0% | -26.5% | +6.8% |
| 5Y | +3.9% | +20.4% | -16.5% | +45.2% |
| All | +3.9% | +20.5% | -16.6% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling