+80.3%
PEP vs AMT
+116.9%
-36.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +1.0% | +0.4% | +0.7% | +0.9% |
| 30D | +12.6% | +3.7% | +8.9% | +11.0% |
| 3M | +3.1% | +10.7% | -7.6% | -1.0% |
| 6M | -6.3% | +9.3% | -15.5% | -10.0% |
| YTD | +1.9% | +10.9% | -9.1% | -3.3% |
| 1Y | +3.3% | +10.5% | -7.3% | -1.9% |
| 3Y | -4.8% | +15.5% | -20.4% | -13.2% |
| 5Y | +2.0% | -20.6% | +22.6% | +7.0% |
| 10Y | +80.3% | +124.5% | -44.2% | +19.5% |
| All | +80.3% | +116.9% | -36.6% | +19.5% |
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