+391.7%
APP vs PEP
+15.9%
+375.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | +0.9% | -1.4% | +2.3% | +0.8% |
| 30D | -23.3% | +0.2% | -23.5% | -23.3% |
| 3M | -42.6% | -1.1% | -41.5% | -42.7% |
| 6M | -33.6% | -13.5% | -20.1% | -34.1% |
| YTD | -52.4% | -1.2% | -51.2% | -52.8% |
| 1Y | -35.9% | -1.6% | -34.3% | -36.5% |
| 3Y | +642.2% | -12.5% | +654.7% | +646.9% |
| 5Y | +311.1% | +3.0% | +308.0% | +291.7% |
| All | +391.7% | +15.9% | +375.8% | +378.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling