+75.3%
PEP vs AZO
+296.8%
-221.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -1.0% | -3.6% | +2.6% | +0.1% |
| 30D | -0.7% | -5.6% | +4.9% | +0.9% |
| 3M | -4.1% | -6.6% | +2.5% | -2.4% |
| 6M | -13.1% | -22.5% | +9.4% | -7.0% |
| YTD | -2.1% | -15.2% | +13.1% | +1.8% |
| 1Y | -1.7% | -33.9% | +32.3% | +9.7% |
| 3Y | -15.1% | +11.8% | -26.9% | -19.8% |
| 5Y | +3.1% | +85.5% | -82.4% | -18.1% |
| All | +75.3% | +296.8% | -221.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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