-1.4%
PEP vs AG
+117.1%
-118.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | -0.1% |
| 7D | -1.4% | -5.8% | +4.4% | -1.5% |
| 30D | -0.2% | +6.4% | -6.6% | -0.1% |
| 3M | -4.3% | +28.4% | -32.7% | -3.6% |
| 6M | -13.2% | -24.5% | +11.3% | -13.2% |
| YTD | -1.9% | +21.2% | -23.1% | 0.0% |
| All | -1.4% | +117.1% | -118.5% | +5.1% |
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