+37.8%
ALAB vs PEP
+4.5%
+33.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +7.1% |
| 7D | +3.4% | +1.1% | +2.4% | +5.0% |
| 30D | -28.8% | +13.6% | -42.4% | -14.0% |
| 3M | -26.0% | +5.1% | -31.1% | -17.8% |
| 6M | +11.4% | -1.6% | +13.0% | +22.2% |
| YTD | +38.8% | +3.3% | +35.5% | +55.2% |
| 1Y | +37.8% | +3.2% | +34.6% | +46.8% |
| All | +37.8% | +4.5% | +33.3% | +46.8% |
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