+17.8%
PEP vs ACHR
-52.1%
+69.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | +0.2% |
| 7D | +1.1% | +18.0% | -16.9% | +1.0% |
| 30D | +13.6% | +3.6% | +10.0% | +13.6% |
| 3M | +5.1% | -28.4% | +33.5% | +5.3% |
| 6M | -1.6% | -25.7% | +24.1% | -1.4% |
| YTD | +3.3% | -35.4% | +38.7% | +3.6% |
| 1Y | +3.2% | -45.6% | +48.9% | +3.6% |
| 3Y | -3.9% | -2.2% | -1.7% | -4.9% |
| 5Y | +4.0% | -20.3% | +24.4% | +2.9% |
| All | +17.8% | -52.1% | +69.9% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling