+80.1%
PEP vs AMC
-98.7%
+178.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | +2.9% | +2.6% | +0.3% | +2.9% |
| 30D | +14.2% | +9.0% | +5.2% | +14.2% |
| 3M | +3.2% | +22.2% | -19.0% | +3.1% |
| 6M | -7.4% | +91.5% | -98.9% | -7.6% |
| YTD | +1.5% | +101.3% | -99.8% | +1.3% |
| 1Y | +3.9% | +20.8% | -16.9% | +3.8% |
| 3Y | -5.5% | -71.3% | +65.8% | -5.5% |
| 5Y | +0.1% | -99.2% | +99.4% | +0.3% |
| All | +80.1% | -98.7% | +178.8% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling