+4.7%
PEP vs APD
+27.6%
-22.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.4% | -2.2% | +0.8% | -1.0% |
| 30D | +0.2% | +2.1% | -1.9% | -0.2% |
| 3M | -1.1% | +7.2% | -8.3% | -2.5% |
| 6M | -13.5% | +11.2% | -24.7% | -15.5% |
| YTD | -1.2% | +24.4% | -25.6% | -5.7% |
| 1Y | -1.6% | +6.7% | -8.2% | -3.2% |
| 3Y | -12.5% | +9.2% | -21.8% | -15.4% |
| All | +4.7% | +27.6% | -22.8% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling