+3.5%
PEP vs AA
+9.4%
-5.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | +0.6% |
| 7D | +1.0% | +4.8% | -3.8% | +1.2% |
| 30D | +12.6% | -0.6% | +13.3% | +12.6% |
| 3M | +3.1% | -16.3% | +19.4% | +2.5% |
| 6M | -6.3% | -33.4% | +27.1% | -7.7% |
| YTD | +1.9% | -20.7% | +22.6% | +1.2% |
| All | +3.5% | +9.4% | -5.8% | +4.7% |
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