+466.4%
PEP vs AGG
+98.1%
+368.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | -1.1% | -0.7% | -0.5% | -1.0% |
| 6M | -13.5% | -1.5% | -12.0% | -13.3% |
| YTD | -1.2% | -0.3% | -0.9% | -1.1% |
| 1Y | -1.6% | +1.3% | -2.9% | -1.7% |
| 3Y | -12.5% | +13.2% | -25.8% | -13.3% |
| 5Y | +3.0% | -1.4% | +4.5% | +1.0% |
| 10Y | +73.9% | +14.9% | +59.1% | +75.7% |
| All | +466.4% | +98.1% | +368.4% | +538.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling