-12.5%
PEP vs AEM
+349.6%
-362.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | +0.1% | +4.3% | -4.2% | +0.1% |
| 30D | +0.7% | +13.1% | -12.5% | +0.7% |
| 3M | -0.5% | +24.8% | -25.3% | -0.3% |
| 6M | -11.3% | -8.2% | -3.1% | -11.0% |
| YTD | -0.6% | +19.8% | -20.4% | -0.1% |
| 1Y | +1.7% | +32.1% | -30.4% | +2.1% |
| 3Y | -12.5% | +348.2% | -360.7% | -18.4% |
| All | -12.5% | +349.6% | -362.1% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 3y: compounded portfolio wealth divided by compounded AEM 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…
3y analysis · Full analysis span regression · 6 months rolling