+76.6%
PEP vs AME
+421.6%
-345.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.1% | +2.8% | -2.7% | -0.8% |
| 30D | +0.7% | -6.3% | +6.9% | +2.6% |
| 3M | -0.5% | +5.4% | -5.9% | -2.6% |
| 6M | -11.3% | +7.4% | -18.7% | -14.0% |
| YTD | -0.6% | +16.2% | -16.8% | -6.2% |
| 1Y | +1.7% | +26.8% | -25.2% | -7.2% |
| 3Y | -12.5% | +57.5% | -70.0% | -27.7% |
| 5Y | +3.9% | +84.8% | -81.0% | -20.6% |
| 10Y | +76.6% | +424.3% | -347.7% | +8.3% |
| All | +76.6% | +421.6% | -345.0% | +8.3% |
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