+3.7%
PEP vs AMC
+38.0%
-34.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.3% | -3.6% | +3.8% |
| 7D | +7.4% | +17.7% | -10.3% | +7.5% |
| 30D | +13.3% | +26.2% | -12.8% | +13.5% |
| 3M | +3.5% | +31.3% | -27.9% | +3.6% |
| 6M | -5.9% | +142.8% | -148.7% | -4.8% |
| YTD | +2.3% | +125.6% | -123.4% | +2.4% |
| 1Y | +3.7% | +40.2% | -36.5% | +1.5% |
| All | +3.7% | +38.0% | -34.3% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling