-5.5%
PEP vs APA
+43.6%
-49.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.2% |
| 7D | -0.3% | +9.6% | -9.9% | -0.6% |
| 30D | +11.8% | -0.2% | +12.0% | +11.7% |
| 3M | +3.7% | +19.8% | -16.2% | +3.0% |
| 6M | -4.3% | +30.1% | -34.4% | -5.3% |
| YTD | +2.1% | +100.4% | -98.3% | -1.1% |
| 1Y | +2.5% | +105.2% | -102.7% | -0.9% |
| All | -5.5% | +43.6% | -49.1% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling