+4.4%
PEP vs AGG
-1.7%
+6.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.3% |
| 7D | +2.9% | -1.5% | +4.4% | +3.9% |
| 30D | +12.5% | +0.6% | +11.9% | +12.1% |
| 3M | +4.5% | -1.6% | +6.2% | +5.6% |
| 6M | -0.5% | -1.6% | +1.1% | +0.5% |
| YTD | +4.4% | -1.5% | +5.9% | +5.4% |
| 1Y | +4.4% | -1.1% | +5.5% | +5.1% |
| 3Y | -3.4% | +13.6% | -17.0% | -9.8% |
| All | +4.4% | -1.7% | +6.1% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling