+80.3%
PEP vs APD
+192.6%
-112.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | -0.3% |
| 7D | +1.0% | -1.6% | +2.6% | +1.5% |
| 30D | +12.6% | +10.6% | +2.0% | +9.1% |
| 3M | +3.1% | +2.5% | +0.6% | +2.3% |
| 6M | -6.3% | +6.0% | -12.2% | -8.3% |
| YTD | +1.9% | +28.4% | -26.6% | -6.7% |
| 1Y | +3.3% | +22.2% | -18.9% | -4.2% |
| 3Y | -4.8% | +26.6% | -31.4% | -15.2% |
| 5Y | +2.0% | +11.8% | -9.7% | -6.6% |
| 10Y | +80.3% | +187.8% | -107.4% | +18.5% |
| All | +80.3% | +192.6% | -112.2% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling