+3,159.9%
PEP vs AME
+18,709.1%
-15,549.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | +0.2% | -6.7% | +6.9% | +1.5% |
| 3M | -1.1% | +4.1% | -5.2% | -2.1% |
| 6M | -13.5% | +1.6% | -15.1% | -14.1% |
| YTD | -1.2% | +16.1% | -17.3% | -4.5% |
| 1Y | -1.6% | +27.3% | -28.9% | -6.6% |
| 3Y | -12.5% | +50.9% | -63.4% | -20.5% |
| 5Y | +3.0% | +81.4% | -78.3% | -10.1% |
| 10Y | +73.9% | +417.0% | -343.0% | +24.7% |
| All | +3,159.9% | +18,709.1% | -15,549.2% | +1,241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling