-4.6%
PEP vs AMC
-72.0%
+67.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.5% | +12.7% | +0.3% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +13.5% | +4.4% | +9.1% | +13.5% |
| 3M | +3.9% | +15.4% | -11.4% | +3.8% |
| 6M | -6.0% | +93.7% | -99.7% | -6.3% |
| YTD | +2.5% | +97.4% | -95.0% | +1.9% |
| 1Y | +3.9% | +23.2% | -19.3% | +3.7% |
| All | -4.6% | -72.0% | +67.4% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling