-2.6%
PEP vs APTV
-39.9%
+37.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -1.7% |
| 7D | -2.4% | +4.8% | -7.2% | -2.4% |
| 30D | -0.8% | +2.0% | -2.8% | -0.8% |
| 3M | -2.2% | -34.2% | +32.1% | -2.5% |
| 6M | -14.4% | -34.7% | +20.3% | -14.9% |
| YTD | -2.2% | -37.0% | +34.8% | -2.8% |
| 1Y | -2.6% | -40.4% | +37.8% | -5.0% |
| All | -2.6% | -39.9% | +37.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling