+3.2%
PEP vs AU
+688.4%
-685.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -1.7% | +0.6% | -2.3% | -1.7% |
| 30D | +0.3% | +12.3% | -12.0% | 0.0% |
| 3M | -3.2% | +29.4% | -32.6% | -3.9% |
| 6M | -13.6% | +3.2% | -16.8% | -13.8% |
| YTD | -1.9% | +31.8% | -33.7% | -2.8% |
| 1Y | -0.6% | +83.4% | -84.0% | -2.6% |
| 3Y | -13.6% | +623.1% | -636.7% | -21.1% |
| 5Y | +3.2% | +700.5% | -697.3% | -8.9% |
| All | +3.2% | +688.4% | -685.2% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling