+162.6%
PEP vs AR
-32.8%
+195.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.3% |
| 7D | +6.7% | -11.7% | +18.4% | +6.9% |
| 30D | +13.5% | +1.8% | +11.7% | +13.5% |
| 3M | +3.9% | +6.0% | -2.0% | +3.8% |
| 6M | -6.0% | -7.0% | +1.0% | -5.9% |
| YTD | +2.5% | +5.6% | -3.1% | +2.2% |
| 1Y | +3.9% | +10.8% | -6.9% | +3.6% |
| 3Y | -4.7% | +19.3% | -24.0% | -5.6% |
| 5Y | +1.1% | +73.3% | -72.2% | -1.2% |
| 10Y | +83.8% | +47.6% | +36.3% | +71.8% |
| All | +162.6% | -32.8% | +195.4% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling