+75.0%
PEP vs AMT
+94.2%
-19.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +0.2% | +4.6% | -4.4% | -1.5% |
| 3M | -1.1% | -8.4% | +7.3% | +1.9% |
| 6M | -13.5% | -6.0% | -7.5% | -11.9% |
| YTD | -1.2% | +2.1% | -3.3% | -3.0% |
| 1Y | -1.6% | -6.4% | +4.8% | -0.2% |
| 3Y | -12.5% | +8.1% | -20.6% | -18.3% |
| 5Y | +3.0% | -31.9% | +35.0% | +15.6% |
| All | +75.0% | +94.2% | -19.2% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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