-11.9%
PEP vs APH
+89.1%
-101.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -47.8% | +46.9% | -2.6% |
| 7D | -0.4% | -48.7% | +48.3% | -2.3% |
| 30D | +0.2% | -51.9% | +52.2% | -2.0% |
| 3M | -1.1% | -43.6% | +42.4% | -2.4% |
| 6M | -13.5% | -37.5% | +24.1% | -14.2% |
| YTD | -1.2% | -38.6% | +37.5% | -1.7% |
| 1Y | -1.6% | -26.3% | +24.8% | -0.7% |
| All | -11.9% | +89.1% | -101.0% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling