+90.1%
PEP vs APH
+950.8%
-860.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +13.6% | -8.0% | +21.6% | +14.6% |
| 3M | +5.1% | -5.0% | +10.1% | +5.2% |
| 6M | -1.6% | +29.9% | -31.5% | -8.1% |
| YTD | +3.3% | +18.0% | -14.6% | -3.0% |
| 1Y | +3.2% | +11.3% | -8.1% | -2.0% |
| 3Y | -3.9% | +274.9% | -278.8% | -39.2% |
| 5Y | +4.0% | +300.6% | -296.5% | -36.9% |
| 10Y | +90.1% | +944.2% | -854.1% | -22.8% |
| All | +90.1% | +950.8% | -860.7% | -22.8% |
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