-3.4%
PEP vs AME
+64.2%
-67.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | +2.9% | +5.9% | -3.0% | +3.0% |
| 30D | +12.5% | -1.9% | +14.4% | +12.5% |
| 3M | +4.5% | -5.4% | +9.9% | +4.6% |
| 6M | -0.5% | +4.9% | -5.4% | -0.9% |
| YTD | +4.4% | +18.5% | -14.0% | +3.2% |
| 1Y | +4.4% | +25.5% | -21.1% | +2.8% |
| 3Y | -3.4% | +63.0% | -66.4% | -8.2% |
| All | -3.4% | +64.2% | -67.6% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling