+3.3%
PEP vs AA
-17.8%
+21.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.3% |
| 7D | +6.7% | -3.7% | +10.4% | +6.7% |
| 30D | +13.5% | -10.8% | +24.3% | +13.8% |
| 3M | +3.9% | -19.1% | +23.0% | +4.3% |
| 6M | -6.0% | -38.7% | +32.7% | -5.2% |
| YTD | +2.5% | -27.1% | +29.6% | +2.6% |
| 1Y | +3.9% | +8.3% | -4.4% | +2.7% |
| 3Y | -4.7% | +49.6% | -54.2% | -8.8% |
| All | +3.3% | -17.8% | +21.1% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling