-4.6%
PEP vs ABCL
+139.9%
-144.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.4% | +9.6% | -0.1% |
| 7D | +6.7% | -14.9% | +21.6% | +6.2% |
| 30D | +13.5% | -15.4% | +28.9% | +13.1% |
| 3M | +3.9% | +88.0% | -84.1% | +6.0% |
| 6M | -6.0% | +138.8% | -144.8% | -3.4% |
| YTD | +2.5% | +225.4% | -223.0% | +5.9% |
| 1Y | +3.9% | +137.3% | -133.4% | +7.1% |
| All | -4.6% | +139.9% | -144.5% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling