+3.7%
PEP vs AG
+29.4%
-25.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.1% | -5.4% | +3.9% |
| 7D | +7.4% | -2.6% | +10.0% | +7.3% |
| 30D | +13.3% | -12.1% | +25.5% | +13.1% |
| 3M | +3.5% | -6.6% | +10.1% | +3.4% |
| 6M | -5.9% | -20.5% | +14.5% | -6.0% |
| YTD | +2.3% | -7.4% | +9.7% | +2.8% |
| 1Y | +3.7% | +33.4% | -29.7% | +3.9% |
| All | +3.7% | +29.4% | -25.7% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling