+3,260.6%
PEP vs APA
+858.7%
+2,401.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.0% | -8.7% | +9.8% | +1.7% |
| 30D | +12.6% | -2.4% | +15.0% | +12.7% |
| 3M | +3.1% | +19.0% | -15.8% | +1.6% |
| 6M | -6.3% | +26.8% | -33.1% | -8.3% |
| YTD | +1.9% | +87.3% | -85.5% | -3.7% |
| 1Y | +3.3% | +92.3% | -89.0% | -2.6% |
| 3Y | -4.8% | +37.3% | -42.1% | -9.3% |
| 5Y | +2.0% | +73.2% | -71.1% | -6.6% |
| 10Y | +80.3% | -0.9% | +81.2% | +56.9% |
| All | +3,260.6% | +858.7% | +2,401.9% | +2,147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling