+65.2%
ALAB vs PEP
-4.0%
+69.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.7% | +11.5% | +7.5% |
| 7D | +7.2% | -2.4% | +9.7% | +4.1% |
| 30D | -2.5% | -0.8% | -1.7% | -3.1% |
| 3M | -13.3% | -2.2% | -11.1% | -12.3% |
| 6M | +172.8% | -14.4% | +187.2% | +149.7% |
| YTD | +86.6% | -2.2% | +88.8% | +96.0% |
| 1Y | +65.2% | -2.6% | +67.7% | +69.4% |
| All | +65.2% | -4.0% | +69.1% | +69.4% |
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