-11.9%
PEP vs APD
+9.1%
-21.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.4% | -2.2% | +0.8% | -1.1% |
| 30D | +0.2% | +2.1% | -1.9% | -0.1% |
| 3M | -1.1% | +7.2% | -8.3% | -2.1% |
| 6M | -13.5% | +11.2% | -24.7% | -14.9% |
| YTD | -1.2% | +24.4% | -25.6% | -4.5% |
| 1Y | -1.6% | +6.7% | -8.2% | -2.6% |
| All | -11.9% | +9.1% | -21.1% | -15.1% |
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