+2,242.8%
PEP vs APH
+61,451.9%
-59,209.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -47.8% | +46.9% | +3.8% |
| 7D | -0.4% | -48.7% | +48.3% | +4.5% |
| 30D | +0.2% | -51.9% | +52.2% | +5.8% |
| 3M | -1.1% | -43.6% | +42.4% | +2.3% |
| 6M | -13.5% | -37.5% | +24.1% | -11.7% |
| YTD | -1.2% | -38.6% | +37.5% | +0.6% |
| 1Y | -1.6% | -26.3% | +24.8% | -2.0% |
| 3Y | -12.5% | +89.2% | -101.7% | -22.8% |
| 5Y | +3.0% | +119.8% | -116.8% | -11.1% |
| 10Y | +73.9% | +454.3% | -380.3% | +35.7% |
| All | +2,242.8% | +61,451.9% | -59,209.1% | +1,347.2% |
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