-6.0%
PEP vs AMIX
-79.8%
+73.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.2% |
| 7D | +6.7% | -25.5% | +32.2% | +6.6% |
| 30D | +13.5% | -56.2% | +69.7% | +13.4% |
| 3M | +3.9% | -87.4% | +91.4% | +3.8% |
| 6M | -6.0% | -80.9% | +74.9% | -6.9% |
| All | -6.0% | -79.8% | +73.8% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling