+91.3%
PEP vs AMC
-98.8%
+190.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -1.2% |
| 7D | -0.3% | +8.4% | -8.8% | -0.3% |
| 30D | +11.8% | +9.2% | +2.6% | +11.7% |
| 3M | +3.7% | +32.0% | -28.4% | +3.6% |
| 6M | -4.3% | +149.3% | -153.6% | -4.5% |
| YTD | +2.1% | +114.1% | -112.0% | +2.0% |
| 1Y | +2.5% | +35.8% | -33.3% | +2.4% |
| 3Y | -5.0% | -58.3% | +53.3% | -5.1% |
| 5Y | +2.9% | -99.2% | +102.0% | +3.0% |
| All | +91.3% | -98.8% | +190.0% | +78.9% |
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