+1.1%
PEP vs APH
+274.6%
-273.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.3% | +9.5% | +0.2% |
| 7D | +6.7% | -12.7% | +19.4% | +6.6% |
| 30D | +13.5% | -19.2% | +32.7% | +13.6% |
| 3M | +3.9% | -16.7% | +20.6% | +4.0% |
| 6M | -6.0% | +5.1% | -11.1% | -7.0% |
| YTD | +2.5% | +6.6% | -4.1% | +1.0% |
| 1Y | +3.9% | +3.9% | 0.0% | +2.5% |
| 3Y | -4.7% | +246.0% | -250.7% | -24.1% |
| 5Y | +1.1% | +268.0% | -266.9% | -22.7% |
| All | +1.1% | +274.6% | -273.5% | -22.7% |
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