+19.0%
PEP vs ACHR
-60.3%
+79.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.9% | +9.2% | +2.3% |
| 7D | +2.9% | -9.2% | +12.1% | +2.9% |
| 30D | +12.5% | -1.0% | +13.5% | +12.5% |
| 3M | +4.5% | -42.2% | +46.7% | +4.8% |
| 6M | -0.5% | -38.2% | +37.7% | -0.3% |
| YTD | +4.4% | -46.4% | +50.8% | +4.7% |
| 1Y | +4.4% | -49.4% | +53.7% | +4.7% |
| 3Y | -3.4% | -22.5% | +19.1% | -4.3% |
| 5Y | +5.2% | -29.8% | +34.9% | +3.9% |
| All | +19.0% | -60.3% | +79.3% | +16.8% |
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