-11.2%
PEP vs AHR
+365.8%
-377.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -1.4% | -1.5% | +0.1% | -1.3% |
| 30D | +0.2% | -1.4% | +1.6% | +0.3% |
| 3M | -1.1% | +18.6% | -19.7% | -2.4% |
| 6M | -13.5% | +6.6% | -20.1% | -14.1% |
| YTD | -1.2% | +17.5% | -18.6% | -2.3% |
| 1Y | -1.6% | +30.9% | -32.4% | -3.4% |
| All | -11.2% | +365.8% | -377.0% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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