-7.4%
PEP vs AMT
+7.5%
-15.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.4% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | +14.2% | +13.6% | +0.6% | +11.3% |
| 3M | +3.2% | +11.5% | -8.3% | +1.0% |
| 6M | -7.4% | +6.9% | -14.4% | -9.2% |
| All | -7.4% | +7.5% | -15.0% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling