-2.6%
PEP vs AA
+63.2%
-65.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.8% |
| 7D | -2.4% | -0.7% | -1.7% | -2.5% |
| 30D | -0.8% | +5.0% | -5.8% | -0.5% |
| 3M | -2.2% | -35.8% | +33.7% | -3.6% |
| 6M | -14.4% | -18.4% | +4.0% | -15.1% |
| YTD | -2.2% | -5.5% | +3.2% | -2.0% |
| 1Y | -2.6% | +61.0% | -63.6% | +0.5% |
| All | -2.6% | +63.2% | -65.8% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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