+251.3%
PEP vs APO
+1,526.1%
-1,274.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.8% |
| 7D | +6.7% | -1.1% | +7.8% | +6.8% |
| 30D | +13.5% | +1.1% | +12.4% | +13.3% |
| 3M | +3.9% | -9.2% | +13.2% | +5.0% |
| 6M | -6.0% | -9.2% | +3.2% | -5.2% |
| YTD | +2.5% | -18.0% | +20.4% | +4.2% |
| 1Y | +3.9% | -10.9% | +14.8% | +4.5% |
| 3Y | -4.7% | +44.4% | -49.1% | -12.9% |
| 5Y | +1.1% | +67.9% | -66.8% | -11.7% |
| 10Y | +83.8% | +876.2% | -792.3% | +20.6% |
| All | +251.3% | +1,526.1% | -1,274.8% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling