+3.7%
PEP vs APA
+107.6%
-103.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.9% | +10.6% | +3.8% |
| 7D | +7.4% | -13.0% | +20.3% | +7.4% |
| 30D | +13.3% | +2.0% | +11.4% | +13.1% |
| 3M | +3.5% | +24.9% | -21.4% | +3.0% |
| 6M | -5.9% | +7.2% | -13.1% | -6.0% |
| YTD | +2.3% | +87.1% | -84.8% | -2.5% |
| 1Y | +3.7% | +107.2% | -103.5% | -1.1% |
| All | +3.7% | +107.6% | -103.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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