+541.6%
PEP vs AGI
+4,206.7%
-3,665.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +2.9% | -10.1% | +13.0% | +3.1% |
| 30D | +12.5% | -6.5% | +19.0% | +12.6% |
| 3M | +4.5% | -12.8% | +17.3% | +4.8% |
| 6M | -0.5% | -34.3% | +33.8% | +0.3% |
| YTD | +4.4% | -25.6% | +30.0% | +4.8% |
| 1Y | +4.4% | -14.2% | +18.6% | +4.3% |
| 3Y | -3.4% | +127.3% | -130.7% | -5.9% |
| 5Y | +5.2% | +241.8% | -236.6% | +1.2% |
| 10Y | +92.1% | +381.8% | -289.7% | +82.1% |
| All | +541.6% | +4,206.7% | -3,665.1% | +501.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling