+238.7%
PEP vs APTV
+194.6%
+44.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.7% | -1.0% |
| 7D | -1.4% | +4.8% | -6.2% | -2.0% |
| 30D | +0.2% | +2.0% | -1.8% | -0.1% |
| 3M | -1.1% | -34.2% | +33.1% | +3.5% |
| 6M | -13.5% | -34.7% | +21.2% | -9.7% |
| YTD | -1.2% | -37.0% | +35.8% | +3.3% |
| 1Y | -1.6% | -40.4% | +38.8% | +3.5% |
| 3Y | -12.5% | -54.1% | +41.6% | -6.5% |
| 5Y | +3.0% | -68.0% | +71.1% | +13.3% |
| 10Y | +73.9% | -15.5% | +89.4% | +56.3% |
| All | +238.7% | +194.6% | +44.1% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling