+75.7%
PEP vs AU
+694.8%
-619.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.1% |
| 7D | -1.4% | -7.0% | +5.6% | -1.1% |
| 30D | -0.2% | +7.3% | -7.5% | -0.5% |
| 3M | -4.3% | +33.2% | -37.5% | -5.4% |
| 6M | -13.2% | -0.6% | -12.6% | -13.5% |
| YTD | -1.9% | +26.2% | -28.0% | -3.2% |
| 1Y | -0.3% | +68.3% | -68.6% | -3.0% |
| 3Y | -13.6% | +592.1% | -605.7% | -22.1% |
| 5Y | +3.4% | +685.3% | -681.9% | -8.3% |
| All | +75.7% | +694.8% | -619.1% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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