+528.8%
APP vs PEP
+19.4%
+509.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.8% |
| 7D | +79.2% | +1.0% | +78.1% | +79.1% |
| 30D | +48.0% | +12.6% | +35.4% | +48.8% |
| 3M | +18.2% | +3.1% | +15.1% | +18.5% |
| 6M | -12.5% | -6.3% | -6.2% | -12.8% |
| YTD | -39.2% | +1.9% | -41.0% | -39.5% |
| 1Y | -33.9% | +3.3% | -37.1% | -34.4% |
| 3Y | +933.3% | -4.8% | +938.1% | +907.5% |
| 5Y | +295.9% | +2.0% | +293.8% | +285.3% |
| All | +528.8% | +19.4% | +509.4% | +513.1% |
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