+76.6%
PEP vs AA
+121.7%
-45.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.4% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +0.7% | +3.3% | -2.7% | +0.4% |
| 3M | -0.5% | -29.4% | +28.9% | +1.1% |
| 6M | -11.3% | -12.8% | +1.5% | -11.2% |
| YTD | -0.6% | -2.1% | +1.5% | -1.3% |
| 1Y | +1.7% | +62.8% | -61.1% | -2.4% |
| 3Y | -12.5% | +90.5% | -102.9% | -18.6% |
| 5Y | +3.9% | +19.1% | -15.2% | -2.7% |
| 10Y | +76.6% | +124.8% | -48.2% | +29.0% |
| All | +76.6% | +121.7% | -45.1% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling