+3,159.9%
PEP vs AA
+295.2%
+2,864.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.4% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | +0.2% | +5.0% | -4.8% | -0.4% |
| 3M | -1.1% | -35.8% | +34.7% | +3.0% |
| 6M | -13.5% | -18.4% | +4.9% | -12.6% |
| YTD | -1.2% | -5.5% | +4.3% | -2.0% |
| 1Y | -1.6% | +61.0% | -62.5% | -8.5% |
| 3Y | -12.5% | +66.2% | -78.7% | -21.6% |
| 5Y | +3.0% | +11.4% | -8.4% | -7.5% |
| 10Y | +73.9% | +116.9% | -43.0% | +27.5% |
| All | +3,159.9% | +295.2% | +2,864.8% | +1,383.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling