+4.9%
PEP vs ABCL
+136.3%
-131.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.4% | +9.6% | -0.4% |
| 7D | +6.7% | -14.9% | +21.6% | +5.8% |
| 30D | +13.5% | -15.4% | +28.9% | +12.8% |
| 3M | +3.9% | +88.0% | -84.1% | +8.0% |
| 6M | -6.0% | +138.8% | -144.8% | -0.5% |
| YTD | +2.5% | +225.4% | -223.0% | +9.2% |
| All | +4.9% | +136.3% | -131.4% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling