+2.0%
PEP vs ACGL
+168.9%
-166.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +1.0% | -1.1% | +2.1% | +1.3% |
| 30D | +12.6% | +13.1% | -0.5% | +9.7% |
| 3M | +3.1% | +9.8% | -6.6% | +1.1% |
| 6M | -6.3% | +15.3% | -21.6% | -9.1% |
| YTD | +1.9% | +12.7% | -10.9% | -0.9% |
| 1Y | +3.3% | +20.7% | -17.4% | -0.9% |
| 3Y | -4.8% | +34.3% | -39.1% | -11.3% |
| 5Y | +2.0% | +170.6% | -168.5% | -21.0% |
| All | +2.0% | +168.9% | -166.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 5y: compounded portfolio wealth divided by compounded ACGL 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…
5y analysis · Full analysis span regression · 6 months rolling