+80.3%
PEP vs APO
+903.0%
-822.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | -0.2% |
| 7D | +1.0% | +2.3% | -1.3% | +0.7% |
| 30D | +12.6% | +3.0% | +9.6% | +12.1% |
| 3M | +3.1% | -3.7% | +6.9% | +3.4% |
| 6M | -6.3% | -7.5% | +1.2% | -5.7% |
| YTD | +1.9% | -14.5% | +16.4% | +3.1% |
| 1Y | +3.3% | -6.2% | +9.4% | +3.2% |
| 3Y | -4.8% | +51.9% | -56.8% | -14.5% |
| 5Y | +2.0% | +76.5% | -74.4% | -12.9% |
| 10Y | +80.3% | +895.2% | -814.9% | +31.1% |
| All | +80.3% | +903.0% | -822.7% | +31.1% |
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