+73.8%
PEP vs APH
+1,060.9%
-987.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -1.4% | +5.0% | -6.4% | -2.2% |
| 30D | +0.2% | -3.9% | +4.1% | +0.8% |
| 3M | -1.1% | +13.0% | -14.1% | -4.1% |
| 6M | -13.5% | +25.2% | -38.6% | -18.3% |
| YTD | -1.2% | +22.9% | -24.1% | -7.3% |
| 1Y | -1.6% | +47.8% | -49.4% | -12.3% |
| 3Y | -12.5% | +283.0% | -295.5% | -44.4% |
| 5Y | +3.0% | +349.7% | -346.6% | -39.6% |
| All | +73.8% | +1,060.9% | -987.0% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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