+2,329.3%
PEP vs APH
+114,578.9%
-112,249.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.3% | +9.5% | +1.1% |
| 7D | +6.7% | -12.7% | +19.4% | +8.0% |
| 30D | +13.5% | -19.2% | +32.7% | +15.7% |
| 3M | +3.9% | -16.7% | +20.6% | +5.4% |
| 6M | -6.0% | +5.1% | -11.1% | -7.4% |
| YTD | +2.5% | +6.6% | -4.1% | +0.2% |
| 1Y | +3.9% | +3.9% | 0.0% | +1.8% |
| 3Y | -4.7% | +246.0% | -250.7% | -19.7% |
| 5Y | +1.1% | +268.0% | -266.9% | -15.8% |
| 10Y | +83.8% | +868.2% | -784.4% | +37.7% |
| All | +2,329.3% | +114,578.9% | -112,249.6% | +1,332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling