+76.6%
PEP vs APA
-0.7%
+77.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.5% |
| 7D | +0.1% | -1.7% | +1.8% | +0.2% |
| 30D | +0.7% | +15.7% | -15.1% | 0.0% |
| 3M | -0.5% | +16.5% | -17.0% | -1.3% |
| 6M | -11.3% | +35.1% | -46.4% | -12.8% |
| YTD | -0.6% | +82.2% | -82.8% | -3.7% |
| 1Y | +1.7% | +102.5% | -100.8% | -2.2% |
| 3Y | -12.5% | +10.3% | -22.8% | -14.2% |
| 5Y | +3.9% | +166.1% | -162.2% | -3.7% |
| 10Y | +76.6% | -4.9% | +81.5% | +52.7% |
| All | +76.6% | -0.7% | +77.3% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling