+267.2%
ALAB vs PEP
-9.4%
+276.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -2.6% |
| 7D | +26.9% | -0.3% | +27.2% | +26.5% |
| 30D | -30.0% | +11.8% | -41.8% | -20.4% |
| 3M | -28.5% | +3.7% | -32.2% | -23.7% |
| 6M | +11.4% | -4.3% | +15.8% | +15.2% |
| YTD | +36.9% | +2.1% | +34.8% | +50.3% |
| 1Y | +44.4% | +2.5% | +41.8% | +59.1% |
| All | +267.2% | -9.4% | +276.6% | +273.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling