-0.6%
PEP vs ACHR
-35.1%
+34.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.7% | +4.4% | -1.4% |
| 7D | -1.7% | -2.7% | +1.0% | -1.7% |
| 30D | +0.3% | -12.1% | +12.4% | +0.1% |
| 3M | -3.2% | +3.4% | -6.6% | -2.7% |
| 6M | -13.6% | -15.6% | +2.1% | -13.5% |
| YTD | -1.9% | -26.9% | +25.0% | -2.1% |
| 1Y | -0.6% | -34.8% | +34.1% | -1.1% |
| All | -0.6% | -35.1% | +34.5% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling