-9.5%
PEP vs AMIX
-99.9%
+90.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.7% |
| 7D | -1.4% | -13.7% | +12.3% | -1.4% |
| 30D | +0.2% | -62.1% | +62.3% | +0.2% |
| 3M | -1.1% | -46.2% | +45.0% | -1.0% |
| 6M | -13.5% | -46.4% | +32.9% | -13.4% |
| YTD | -1.2% | -60.3% | +59.1% | -1.0% |
| 1Y | -1.6% | -79.7% | +78.1% | -1.5% |
| All | -9.5% | -99.9% | +90.4% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling