+4.7%
PEP vs APA
+156.4%
-151.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | +0.2% | +23.4% | -23.2% | -0.6% |
| 3M | -1.1% | +12.7% | -13.8% | -1.6% |
| 6M | -13.5% | +39.4% | -52.9% | -14.8% |
| YTD | -1.2% | +79.0% | -80.1% | -3.8% |
| 1Y | -1.6% | +88.8% | -90.4% | -4.5% |
| 3Y | -12.5% | +6.4% | -18.9% | -14.4% |
| All | +4.7% | +156.4% | -151.6% | -0.6% |
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