+302.2%
PEP vs AG
+445.6%
-143.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | -1.4% | +1.0% | -2.4% | -1.4% |
| 30D | +0.2% | +19.2% | -18.9% | -0.3% |
| 3M | -1.1% | +6.2% | -7.3% | -1.5% |
| 6M | -13.5% | -26.7% | +13.2% | -13.0% |
| YTD | -1.2% | +26.1% | -27.3% | -2.5% |
| 1Y | -1.6% | +131.7% | -133.2% | -5.0% |
| 3Y | -12.5% | +255.3% | -267.9% | -17.9% |
| 5Y | +3.0% | +61.9% | -58.9% | -1.6% |
| 10Y | +73.9% | +72.0% | +1.9% | +60.7% |
| All | +302.2% | +445.6% | -143.5% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling