+76.6%
PEP vs APO
+948.0%
-871.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.7% | +3.9% | -3.2% | +0.1% |
| 3M | -0.5% | +3.8% | -4.3% | -1.2% |
| 6M | -11.3% | +22.3% | -33.6% | -13.9% |
| YTD | -0.6% | -7.8% | +7.2% | -0.2% |
| 1Y | +1.7% | -0.3% | +2.0% | +0.8% |
| 3Y | -12.5% | +57.1% | -69.6% | -21.5% |
| 5Y | +3.9% | +137.0% | -133.1% | -16.0% |
| 10Y | +76.6% | +946.8% | -870.3% | +20.9% |
| All | +76.6% | +948.0% | -871.4% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 10y: compounded portfolio wealth divided by compounded APO 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…
10y analysis · Full analysis span regression · 6 months rolling