+2.5%
PEP vs AMT
+7.3%
-4.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -0.3% | -2.2% | +1.8% | +0.1% |
| 30D | +11.8% | +5.8% | +6.0% | +10.7% |
| 3M | +3.7% | +12.6% | -8.9% | +1.5% |
| 6M | -4.3% | +8.3% | -12.6% | -5.9% |
| YTD | +2.1% | +11.4% | -9.3% | -0.4% |
| 1Y | +2.5% | +7.7% | -5.2% | +0.4% |
| All | +2.5% | +7.3% | -4.8% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling