+79.6%
PEP vs AR
+47.5%
+32.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.9% |
| 7D | +2.9% | -14.3% | +17.2% | +3.2% |
| 30D | +14.2% | +1.4% | +12.8% | +14.2% |
| 3M | +3.2% | +3.4% | -0.2% | +3.1% |
| 6M | -7.4% | -2.1% | -5.4% | -7.5% |
| YTD | +1.5% | +4.7% | -3.2% | +1.3% |
| 1Y | +3.9% | +10.6% | -6.7% | +3.5% |
| 3Y | -5.5% | +24.6% | -30.1% | -6.5% |
| 5Y | +0.1% | +71.9% | -71.8% | -2.0% |
| All | +79.6% | +47.5% | +32.1% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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