+17.5%
PEP vs ACHR
-53.6%
+71.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.2% |
| 7D | +4.6% | +14.0% | -9.4% | +4.6% |
| 30D | +14.0% | -5.0% | +19.0% | +14.1% |
| 3M | +5.4% | -24.8% | +30.1% | +5.5% |
| 6M | -5.1% | -27.3% | +22.2% | -5.0% |
| YTD | +3.1% | -37.4% | +40.5% | +3.3% |
| 1Y | +4.8% | -44.3% | +49.0% | +5.1% |
| 3Y | -4.1% | -5.2% | +1.1% | -5.1% |
| 5Y | +3.0% | -20.8% | +23.8% | +1.8% |
| All | +17.5% | -53.6% | +71.1% | +15.3% |
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