+3.5%
PEP vs APA
+89.4%
-85.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.0% | -8.7% | +9.8% | +1.1% |
| 30D | +12.6% | -2.4% | +15.0% | +12.4% |
| 3M | +3.1% | +19.0% | -15.8% | +2.6% |
| 6M | -6.3% | +26.8% | -33.1% | -6.9% |
| YTD | +1.9% | +87.3% | -85.5% | -4.7% |
| All | +3.5% | +89.4% | -85.9% | -3.2% |
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