+4.4%
PEP vs AUR
-57.9%
+62.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.5% | +2.2% |
| 7D | +2.9% | -4.5% | +7.4% | +2.9% |
| 30D | +12.5% | -16.6% | +29.1% | +12.5% |
| 3M | +4.5% | -38.5% | +43.0% | +4.5% |
| 6M | -0.5% | -49.9% | +49.4% | -0.5% |
| YTD | +4.4% | +9.6% | -5.2% | +4.2% |
| 1Y | +4.4% | +1.2% | +3.2% | +4.1% |
| 3Y | -3.4% | +128.8% | -132.2% | -5.4% |
| All | +4.4% | -57.9% | +62.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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