+16.4%
PEP vs ACHR
-57.3%
+73.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.9% | +9.7% | -1.1% |
| 7D | -0.3% | +11.9% | -12.2% | -0.4% |
| 30D | +11.8% | -2.5% | +14.2% | +11.8% |
| 3M | +3.7% | -31.2% | +34.8% | +3.9% |
| 6M | -4.3% | -32.2% | +27.9% | -4.1% |
| YTD | +2.1% | -42.4% | +44.6% | +2.4% |
| 1Y | +2.5% | -49.9% | +52.5% | +2.9% |
| 3Y | -5.0% | -12.9% | +7.9% | -6.0% |
| 5Y | +2.9% | -24.6% | +27.4% | +1.6% |
| All | +16.4% | -57.3% | +73.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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