+164.4%
PEP vs USFR
+28.5%
+135.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +14.2% | +0.4% | +13.8% | +14.2% |
| 3M | +3.2% | +1.1% | +2.1% | +3.1% |
| 6M | -7.4% | +2.1% | -9.5% | -7.5% |
| YTD | +1.5% | +3.4% | -1.9% | +1.3% |
| 1Y | +3.9% | +4.1% | -0.2% | +3.7% |
| 3Y | -5.5% | +14.4% | -19.9% | -6.1% |
| 5Y | +0.1% | +21.3% | -21.2% | -0.9% |
| 10Y | +82.1% | +28.5% | +53.6% | +79.6% |
| All | +164.4% | +28.5% | +135.9% | +158.6% |
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