+249.6%
ALAB vs PEP
-9.6%
+259.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.4% | +13.3% | +14.1% |
| 7D | -5.6% | +1.0% | -6.6% | -4.3% |
| 30D | -36.6% | +12.6% | -49.3% | -27.3% |
| 3M | -35.1% | +3.1% | -38.2% | -31.0% |
| 6M | +8.5% | -6.3% | +14.8% | +10.6% |
| YTD | +30.4% | +1.9% | +28.5% | +42.7% |
| 1Y | +31.0% | +3.3% | +27.8% | +45.3% |
| All | +249.6% | -9.6% | +259.2% | +254.6% |
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