+3.3%
PEP vs APA
+67.2%
-63.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | +6.7% | -15.6% | +22.3% | +7.2% |
| 30D | +13.5% | -0.9% | +14.4% | +13.5% |
| 3M | +3.9% | +26.1% | -22.2% | +2.9% |
| 6M | -6.0% | +6.1% | -12.1% | -6.4% |
| YTD | +2.5% | +82.8% | -80.4% | -0.5% |
| 1Y | +3.9% | +106.5% | -102.5% | +0.4% |
| 3Y | -4.7% | +21.9% | -26.5% | -7.3% |
| All | +3.3% | +67.2% | -63.9% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling