+3,159.9%
PEP vs AEM
+3,538.8%
-378.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +0.2% | +24.0% | -23.8% | -0.3% |
| 3M | -1.1% | +16.1% | -17.2% | -1.5% |
| 6M | -13.5% | -11.6% | -1.9% | -13.4% |
| YTD | -1.2% | +21.5% | -22.7% | -1.8% |
| 1Y | -1.6% | +39.2% | -40.7% | -2.5% |
| 3Y | -12.5% | +347.4% | -359.9% | -16.0% |
| 5Y | +3.0% | +290.1% | -287.1% | -1.0% |
| 10Y | +73.9% | +357.8% | -283.9% | +65.6% |
| All | +3,159.9% | +3,538.8% | -378.9% | +3,150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling