-4.6%
PEP vs AME
+58.2%
-62.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.2% | +0.2% |
| 7D | +6.7% | -11.4% | +18.1% | +6.6% |
| 30D | +13.5% | -12.1% | +25.6% | +13.5% |
| 3M | +3.9% | -12.3% | +16.3% | +3.9% |
| 6M | -6.0% | -4.6% | -1.3% | -6.4% |
| YTD | +2.5% | +9.1% | -6.6% | +1.2% |
| 1Y | +3.9% | +13.3% | -9.3% | +2.4% |
| All | -4.6% | +58.2% | -62.8% | -11.0% |
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