+3.0%
PEP vs AR
+87.1%
-84.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.5% |
| 7D | +4.6% | -5.8% | +10.4% | +4.7% |
| 30D | +14.0% | +4.8% | +9.2% | +13.9% |
| 3M | +5.4% | +1.5% | +3.9% | +5.3% |
| 6M | -5.1% | +4.7% | -9.8% | -5.3% |
| YTD | +3.1% | +9.2% | -6.1% | +2.8% |
| 1Y | +4.8% | +11.2% | -6.4% | +4.4% |
| 3Y | -4.1% | +46.2% | -50.4% | -6.2% |
| 5Y | +3.0% | +98.1% | -95.1% | -0.5% |
| All | +3.0% | +87.1% | -84.2% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling