+158.4%
PEP vs AMC
-97.8%
+256.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.5% | +12.7% | +0.2% |
| 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% | +3.9% |
| 6M | -6.0% | +93.7% | -99.7% | -6.2% |
| YTD | +2.5% | +97.4% | -95.0% | +2.2% |
| 1Y | +3.9% | +23.2% | -19.3% | +3.8% |
| 3Y | -4.7% | -71.3% | +66.6% | -4.6% |
| 5Y | +1.1% | -99.3% | +100.4% | +1.7% |
| 10Y | +83.8% | -98.7% | +182.6% | +83.1% |
| All | +158.4% | -97.8% | +256.2% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling