-42.7%
APP vs PEP
+4.3%
-47.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.2% | +30.8% | +31.1% |
| 7D | +39.7% | +6.7% | +33.0% | +43.8% |
| 30D | +27.7% | +13.5% | +14.2% | +35.5% |
| 3M | -14.8% | +3.9% | -18.7% | -13.4% |
| 6M | -25.5% | -6.0% | -19.5% | -31.0% |
| YTD | -47.2% | +2.5% | -49.6% | -44.3% |
| All | -42.7% | +4.3% | -47.0% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling