+520.8%
APP vs PEP
+21.2%
+499.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.4% |
| 7D | +48.9% | +1.1% | +47.9% | +49.0% |
| 30D | +49.4% | +13.6% | +35.8% | +50.3% |
| 3M | +27.0% | +5.1% | +21.9% | +27.4% |
| 6M | -15.4% | -1.6% | -13.8% | -15.4% |
| YTD | -39.9% | +3.3% | -43.3% | -40.2% |
| 1Y | -32.0% | +3.2% | -35.2% | -32.4% |
| 3Y | +824.3% | -3.9% | +828.2% | +804.3% |
| 5Y | +252.4% | +4.0% | +248.4% | +243.6% |
| All | +520.8% | +21.2% | +499.6% | +505.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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