+317.0%
PEP vs AG
+287.4%
+29.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.3% |
| 7D | +6.7% | -2.9% | +9.5% | +6.7% |
| 30D | +13.5% | -15.1% | +28.6% | +14.0% |
| 3M | +3.9% | -15.4% | +19.3% | +4.3% |
| 6M | -6.0% | -21.9% | +15.9% | -5.7% |
| YTD | +2.5% | -10.4% | +12.9% | +2.0% |
| 1Y | +3.9% | +39.8% | -35.9% | +1.9% |
| 3Y | -4.7% | +209.5% | -214.2% | -10.2% |
| 5Y | +1.1% | +12.5% | -11.4% | -2.4% |
| 10Y | +83.8% | +79.5% | +4.4% | +69.3% |
| All | +317.0% | +287.4% | +29.6% | +215.0% |
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