+3,159.9%
PEP vs APA
+815.8%
+2,344.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.4% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | +0.2% | +23.4% | -23.2% | -1.4% |
| 3M | -1.1% | +12.7% | -13.8% | -2.2% |
| 6M | -13.5% | +39.4% | -52.9% | -16.1% |
| YTD | -1.2% | +79.0% | -80.1% | -6.1% |
| 1Y | -1.6% | +88.8% | -90.4% | -7.1% |
| 3Y | -12.5% | +6.4% | -18.9% | -14.9% |
| 5Y | +3.0% | +153.0% | -149.9% | -8.7% |
| 10Y | +73.9% | +7.5% | +66.4% | +49.9% |
| All | +3,159.9% | +815.8% | +2,344.1% | +2,090.8% |
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