+89.6%
PEP vs AMT
+125.6%
-36.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +4.6% | +1.6% | +3.0% | +4.0% |
| 30D | +14.0% | +4.5% | +9.5% | +12.1% |
| 3M | +5.4% | +13.8% | -8.4% | +0.1% |
| 6M | -5.1% | +10.0% | -15.2% | -9.1% |
| YTD | +3.1% | +11.8% | -8.6% | -2.4% |
| 1Y | +4.8% | +10.2% | -5.5% | -0.4% |
| 3Y | -4.1% | +15.1% | -19.3% | -12.3% |
| 5Y | +3.0% | -18.8% | +21.8% | +6.9% |
| 10Y | +89.6% | +133.7% | -44.1% | +27.0% |
| All | +89.6% | +125.6% | -36.0% | +27.0% |
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