+3.7%
PEP vs APD
+36.4%
-32.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.5% |
| 7D | +7.4% | +3.8% | +3.6% | +6.9% |
| 30D | +13.3% | +14.1% | -0.8% | +11.6% |
| 3M | +3.5% | +8.2% | -4.7% | +2.5% |
| 6M | -5.9% | +7.5% | -13.5% | -6.5% |
| YTD | +2.3% | +31.7% | -29.4% | +0.9% |
| 1Y | +3.7% | +35.1% | -31.4% | +2.4% |
| All | +3.7% | +36.4% | -32.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling