+11.8%
PEP vs ACHR
-46.3%
+58.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -1.4% | -5.4% | +4.0% | -1.3% |
| 30D | -0.2% | -19.7% | +19.5% | -0.1% |
| 3M | -4.3% | +7.9% | -12.2% | -4.4% |
| 6M | -13.2% | -13.8% | +0.6% | -13.2% |
| YTD | -1.9% | -27.5% | +25.6% | -1.8% |
| 1Y | -0.3% | -33.9% | +33.6% | -0.3% |
| 3Y | -13.6% | -20.0% | +6.4% | -14.4% |
| 5Y | +3.4% | -44.0% | +47.4% | +3.5% |
| All | +11.8% | -46.3% | +58.1% | +9.6% |
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