+253.4%
PEP vs APTV
+143.1%
+110.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | +4.6% | -4.3% | +8.9% | +5.1% |
| 30D | +14.0% | -9.7% | +23.7% | +15.3% |
| 3M | +5.4% | -20.6% | +25.9% | +8.1% |
| 6M | -5.1% | -31.7% | +26.6% | -1.6% |
| YTD | +3.1% | -48.0% | +51.1% | +10.1% |
| 1Y | +4.8% | -52.1% | +56.8% | +13.0% |
| 3Y | -4.1% | -47.9% | +43.8% | +0.4% |
| 5Y | +3.0% | -76.9% | +79.9% | +18.1% |
| 10Y | +89.6% | -26.7% | +116.3% | +72.8% |
| All | +253.4% | +143.1% | +110.3% | +167.3% |
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