+95.5%
PEP vs AMC
-98.8%
+194.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.2% |
| 7D | +2.9% | +3.5% | -0.6% | +2.9% |
| 30D | +12.5% | +12.5% | +0.1% | +12.5% |
| 3M | +4.5% | +23.6% | -19.0% | +4.5% |
| 6M | -0.5% | +144.4% | -144.8% | -0.7% |
| YTD | +4.4% | +108.3% | -103.9% | +4.2% |
| 1Y | +4.4% | +38.9% | -34.5% | +4.2% |
| 3Y | -3.4% | -58.9% | +55.5% | -3.4% |
| 5Y | +5.2% | -99.2% | +104.3% | +5.4% |
| All | +95.5% | -98.8% | +194.3% | +82.9% |
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