+4.4%
PEP vs AG
0.0%
+4.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.7% | +2.3% |
| 7D | +2.9% | -10.0% | +12.9% | +3.0% |
| 30D | +12.5% | -10.5% | +23.0% | +12.6% |
| 3M | +4.5% | -27.3% | +31.8% | +4.7% |
| 6M | -0.5% | -43.0% | +42.5% | 0.0% |
| YTD | +4.4% | -17.9% | +22.3% | +4.2% |
| 1Y | +4.4% | +11.9% | -7.6% | +3.7% |
| 3Y | -3.4% | +201.8% | -205.2% | -8.3% |
| All | +4.4% | 0.0% | +4.4% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling