-3.4%
PEP vs APO
+53.0%
-56.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.2% |
| 7D | +2.9% | +5.8% | -2.9% | +2.9% |
| 30D | +12.5% | +8.9% | +3.6% | +12.6% |
| 3M | +4.5% | -13.6% | +18.2% | +4.1% |
| 6M | -0.5% | -5.4% | +4.9% | -0.6% |
| YTD | +4.4% | -13.6% | +18.1% | +4.3% |
| 1Y | +4.4% | -2.5% | +6.8% | +4.5% |
| 3Y | -3.4% | +50.9% | -54.3% | +4.2% |
| All | -3.4% | +53.0% | -56.4% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling