+79.1%
PEP vs APTV
-21.3%
+100.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.0% |
| 7D | -1.7% | -1.2% | -0.5% | -1.6% |
| 30D | +0.3% | -10.6% | +10.9% | +1.5% |
| 3M | -3.2% | -35.0% | +31.8% | +1.0% |
| 6M | -13.6% | -38.9% | +25.3% | -9.5% |
| YTD | -1.9% | -41.5% | +39.6% | +3.1% |
| 1Y | -0.6% | -45.8% | +45.2% | +5.2% |
| 3Y | -13.6% | -55.7% | +42.1% | -7.8% |
| 5Y | +3.2% | -70.1% | +73.3% | +13.6% |
| 10Y | +79.1% | -19.1% | +98.2% | +72.4% |
| All | +79.1% | -21.3% | +100.4% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling