+24.5%
ALAB vs PEP
+2.4%
+22.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.2% | +0.7% |
| 7D | -24.9% | +7.4% | -32.3% | -16.5% |
| 30D | -38.4% | +13.3% | -51.7% | -25.8% |
| 3M | -38.3% | +3.5% | -41.7% | -33.0% |
| 6M | +10.9% | -5.9% | +16.9% | +18.5% |
| YTD | +34.2% | +2.3% | +32.0% | +46.4% |
| 1Y | +24.5% | +3.7% | +20.8% | +26.7% |
| All | +24.5% | +2.4% | +22.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling