+446.2%
APP vs PEP
+20.1%
+426.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.2% | +30.8% | +31.0% |
| 7D | +39.7% | +6.7% | +33.0% | +40.1% |
| 30D | +27.7% | +13.5% | +14.2% | +28.5% |
| 3M | -14.8% | +3.9% | -18.7% | -14.6% |
| 6M | -25.5% | -6.0% | -19.5% | -25.8% |
| YTD | -47.2% | +2.5% | -49.6% | -47.4% |
| 1Y | -42.3% | +3.9% | -46.2% | -42.7% |
| 3Y | +806.8% | -4.7% | +811.5% | +786.5% |
| 5Y | +261.6% | +1.1% | +260.5% | +252.2% |
| All | +446.2% | +20.1% | +426.0% | +432.7% |
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 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