+3.2%
PEP vs AGI
+392.7%
-389.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -1.7% | +2.2% | -3.9% | -1.8% |
| 30D | +0.3% | +11.3% | -11.0% | -0.1% |
| 3M | -3.2% | +5.6% | -8.9% | -3.5% |
| 6M | -13.6% | -27.7% | +14.1% | -12.7% |
| YTD | -1.9% | -4.1% | +2.2% | -2.0% |
| 1Y | -0.6% | +13.8% | -14.4% | -1.6% |
| 3Y | -13.6% | +217.0% | -230.6% | -20.7% |
| 5Y | +3.2% | +404.3% | -401.1% | -10.1% |
| All | +3.2% | +392.7% | -389.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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