+1,190.7%
PEP vs ACGL
+4,429.2%
-3,238.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.4% |
| 7D | -1.4% | -0.7% | -0.6% | -1.3% |
| 30D | +0.2% | -1.0% | +1.2% | +0.4% |
| 3M | -1.1% | +11.0% | -12.2% | -2.8% |
| 6M | -13.5% | -0.3% | -13.2% | -13.5% |
| YTD | -1.2% | +2.3% | -3.5% | -1.7% |
| 1Y | -1.6% | +6.4% | -7.9% | -2.8% |
| 3Y | -12.5% | +34.0% | -46.5% | -17.3% |
| 5Y | +3.0% | +161.6% | -158.6% | -13.3% |
| 10Y | +73.9% | +278.6% | -204.7% | +37.0% |
| All | +1,190.7% | +4,429.2% | -3,238.6% | +777.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling