+91.3%
PEP vs AG
+80.4%
+10.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -1.1% |
| 7D | -0.3% | -6.0% | +5.7% | -0.2% |
| 30D | +11.8% | -14.3% | +26.1% | +12.1% |
| 3M | +3.7% | -26.9% | +30.6% | +4.2% |
| 6M | -4.3% | -42.1% | +37.8% | -3.3% |
| YTD | +2.1% | -15.9% | +18.0% | +1.8% |
| 1Y | +2.5% | +11.5% | -9.0% | +1.4% |
| 3Y | -5.0% | +208.0% | -213.0% | -10.6% |
| 5Y | +2.9% | +2.4% | +0.4% | -0.1% |
| All | +91.3% | +80.4% | +10.9% | +77.3% |
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