+3,309.4%
PEP vs AEM
+3,205.2%
+104.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | +1.1% | +1.4% | -0.3% | +1.0% |
| 30D | +13.6% | -1.2% | +14.8% | +13.6% |
| 3M | +5.1% | +2.5% | +2.6% | +5.0% |
| 6M | -1.6% | -5.1% | +3.5% | -1.6% |
| YTD | +3.3% | +10.4% | -7.1% | +2.9% |
| 1Y | +3.2% | +11.8% | -8.5% | +2.7% |
| 3Y | -3.9% | +315.6% | -319.6% | -7.6% |
| 5Y | +4.0% | +266.3% | -262.2% | 0.0% |
| 10Y | +90.1% | +427.4% | -337.2% | +80.8% |
| All | +3,309.4% | +3,205.2% | +104.2% | +3,305.0% |
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