+157.5%
PEP vs USFR
+27.5%
+129.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.6% |
| YTD | -1.2% | +2.6% | -3.8% | -1.3% |
| 1Y | -1.6% | +4.0% | -5.6% | -1.7% |
| 3Y | -12.5% | +14.1% | -26.6% | -13.1% |
| 5Y | +3.0% | +20.4% | -17.4% | +2.0% |
| 10Y | +73.9% | +28.0% | +45.9% | +71.5% |
| All | +157.5% | +27.5% | +129.9% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling