-11.9%
PEP vs APO
+61.7%
-73.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.7% |
| 7D | -1.4% | -1.0% | -0.4% | -1.4% |
| 30D | +0.2% | +3.5% | -3.2% | +0.3% |
| 3M | -1.1% | +4.5% | -5.7% | -1.0% |
| 6M | -13.5% | +22.8% | -36.3% | -13.0% |
| YTD | -1.2% | -6.5% | +5.3% | -1.0% |
| 1Y | -1.6% | +0.8% | -2.4% | -1.2% |
| All | -11.9% | +61.7% | -73.6% | -11.5% |
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