+248.5%
ALAB vs PEP
-8.5%
+257.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | +1.0% |
| 7D | -7.5% | +4.6% | -12.1% | -2.8% |
| 30D | -36.8% | +14.0% | -50.8% | -26.6% |
| 3M | -31.9% | +5.4% | -37.2% | -26.0% |
| 6M | +8.2% | -5.1% | +13.3% | +11.6% |
| YTD | +29.9% | +3.1% | +26.8% | +44.1% |
| 1Y | +24.4% | +4.8% | +19.7% | +40.0% |
| All | +248.5% | -8.5% | +257.0% | +258.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling