+3.5%
PEP vs APD
+21.8%
-18.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | 0.0% |
| 7D | +1.0% | -1.6% | +2.6% | +1.3% |
| 30D | +12.6% | +10.6% | +2.0% | +11.1% |
| 3M | +3.1% | +2.5% | +0.6% | +2.7% |
| 6M | -6.3% | +6.0% | -12.2% | -6.7% |
| YTD | +1.9% | +28.4% | -26.6% | -0.2% |
| All | +3.5% | +21.8% | -18.3% | +0.9% |
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