+2.3%
PEP vs APH
+280.5%
-278.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -0.9% |
| 7D | +2.9% | -5.9% | +8.9% | +2.9% |
| 30D | +14.2% | -14.8% | +29.0% | +14.3% |
| 3M | +3.2% | -12.4% | +15.6% | +3.2% |
| 6M | -7.4% | +8.1% | -15.5% | -8.4% |
| YTD | +1.5% | +10.9% | -9.5% | 0.0% |
| 1Y | +3.9% | +8.8% | -4.9% | +2.5% |
| 3Y | -5.5% | +262.1% | -267.6% | -24.9% |
| All | +2.3% | +280.5% | -278.2% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling