+3.9%
PEP vs ACHR
-41.7%
+45.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.6% |
| 7D | +0.1% | +4.9% | -4.8% | +0.1% |
| 30D | +0.7% | +4.3% | -3.6% | +0.6% |
| 3M | -0.5% | +1.7% | -2.3% | -0.5% |
| 6M | -11.3% | -6.9% | -4.4% | -11.3% |
| YTD | -0.6% | -22.5% | +21.9% | -0.5% |
| 1Y | +1.7% | -31.5% | +33.2% | +1.7% |
| 3Y | -12.5% | -14.4% | +1.9% | -13.2% |
| 5Y | +3.9% | -41.6% | +45.5% | +3.7% |
| All | +3.9% | -41.7% | +45.6% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling