+14.2%
PEP vs AGG
+0.7%
+13.6%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.5% |
| 7D | +2.9% | -1.5% | +4.4% | +5.8% |
| 30D | +12.5% | +0.6% | +11.9% | +11.3% |
| All | +14.2% | +0.7% | +13.6% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1mo: compounded portfolio wealth divided by compounded AGG 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…
1mo analysis · Full analysis span regression · Available span rolling