-4.4%
PEP vs APD
+29.2%
-33.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +1.1% | -1.2% | +2.2% | +1.2% |
| 30D | +13.6% | +11.0% | +2.6% | +11.8% |
| 3M | +5.1% | +2.6% | +2.5% | +4.6% |
| 6M | -1.6% | +4.8% | -6.4% | -2.4% |
| YTD | +3.3% | +31.0% | -27.6% | -1.1% |
| 1Y | +3.2% | +23.4% | -20.2% | -0.4% |
| All | -4.4% | +29.2% | -33.6% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling