-13.8%
PEP vs AU
+599.6%
-613.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +0.7% | +12.8% | -12.1% | +0.5% |
| 3M | -0.5% | +28.5% | -29.0% | -0.7% |
| 6M | -11.3% | +4.8% | -16.1% | -11.4% |
| YTD | -0.6% | +31.0% | -31.5% | -0.7% |
| 1Y | +1.7% | +81.4% | -79.8% | +1.3% |
| All | -13.8% | +599.6% | -613.4% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling