+89.6%
PEP vs AG
+64.1%
+25.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.9% | +7.1% | +1.3% |
| 7D | +4.6% | +6.0% | -1.3% | +4.5% |
| 30D | +14.0% | -13.5% | +27.5% | +14.3% |
| 3M | +5.4% | -20.7% | +26.1% | +5.8% |
| 6M | -5.1% | -31.5% | +26.4% | -4.6% |
| YTD | +3.1% | -10.1% | +13.3% | +2.7% |
| 1Y | +4.8% | +26.0% | -21.2% | +3.3% |
| 3Y | -4.1% | +228.9% | -233.0% | -9.8% |
| 5Y | +3.0% | +8.7% | -5.7% | -0.1% |
| 10Y | +89.6% | +71.9% | +17.7% | +76.2% |
| All | +89.6% | +64.1% | +25.5% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling