+17.7%
PEP vs ABCL
-79.5%
+97.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | +0.5% |
| 7D | +1.0% | +12.4% | -11.4% | +1.3% |
| 30D | +12.6% | -0.4% | +13.0% | +12.7% |
| 3M | +3.1% | +80.4% | -77.2% | +4.2% |
| 6M | -6.3% | +138.5% | -144.8% | -5.0% |
| YTD | +1.9% | +265.5% | -263.6% | +3.6% |
| 1Y | +3.3% | +219.7% | -216.4% | +5.0% |
| 3Y | -4.8% | +209.4% | -214.3% | -3.4% |
| 5Y | +2.0% | -15.0% | +17.1% | +2.5% |
| All | +17.7% | -79.5% | +97.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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