-5.5%
PEP vs AMIX
-99.9%
+94.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.8% | -7.6% | +1.2% |
| 7D | +4.6% | +11.4% | -6.8% | +4.6% |
| 30D | +14.0% | -40.5% | +54.5% | +14.0% |
| 3M | +5.4% | -80.1% | +85.5% | +5.3% |
| 6M | -5.1% | -74.8% | +69.7% | -5.1% |
| YTD | +3.1% | -84.0% | +87.1% | +3.2% |
| 1Y | +4.8% | -89.7% | +94.5% | +4.8% |
| All | -5.5% | -99.9% | +94.4% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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