+646.2%
PEP vs AU
+793.6%
-147.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.6% |
| 7D | -1.4% | -3.6% | +2.2% | -1.3% |
| 30D | +0.2% | +23.9% | -23.6% | -0.7% |
| 3M | -1.1% | +19.1% | -20.2% | -2.0% |
| 6M | -13.5% | -0.2% | -13.3% | -13.8% |
| YTD | -1.2% | +32.5% | -33.6% | -2.8% |
| 1Y | -1.6% | +96.9% | -98.5% | -5.0% |
| 3Y | -12.5% | +614.7% | -627.3% | -21.0% |
| 5Y | +3.0% | +647.7% | -644.7% | -8.0% |
| 10Y | +73.9% | +679.2% | -605.3% | +52.0% |
| All | +646.2% | +793.6% | -147.4% | +487.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling