+89.6%
PEP vs AME
+438.4%
-348.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.6% | -4.1% | +8.8% | +5.7% |
| 30D | +14.0% | -4.1% | +18.1% | +14.9% |
| 3M | +5.4% | -5.6% | +11.0% | +6.6% |
| 6M | -5.1% | +2.8% | -8.0% | -7.0% |
| YTD | +3.1% | +16.6% | -13.5% | -3.5% |
| 1Y | +4.8% | +21.1% | -16.3% | -3.2% |
| 3Y | -4.1% | +61.1% | -65.2% | -22.1% |
| 5Y | +3.0% | +76.6% | -73.6% | -20.4% |
| 10Y | +89.6% | +431.3% | -341.7% | +14.6% |
| All | +89.6% | +438.4% | -348.8% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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