+653.5%
APP vs PEP
-12.5%
+666.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.0% |
| 7D | +0.9% | -1.4% | +2.3% | +0.3% |
| 30D | -23.3% | +0.2% | -23.5% | -23.2% |
| 3M | -42.6% | -1.1% | -41.5% | -42.9% |
| 6M | -33.6% | -13.5% | -20.1% | -37.8% |
| YTD | -52.4% | -1.2% | -51.2% | -52.4% |
| 1Y | -35.9% | -1.6% | -34.3% | -35.7% |
| All | +653.5% | -12.5% | +666.0% | +637.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling