+1,238.3%
PEP vs ACGL
+5,005.0%
-3,766.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +6.7% | +6.4% | +0.3% | +5.6% |
| 30D | +13.5% | +16.6% | -3.1% | +10.7% |
| 3M | +3.9% | +11.6% | -7.7% | +2.1% |
| 6M | -6.0% | +17.5% | -23.4% | -8.5% |
| YTD | +2.5% | +15.3% | -12.8% | 0.0% |
| 1Y | +3.9% | +26.3% | -22.4% | -0.1% |
| 3Y | -4.7% | +35.9% | -40.6% | -10.1% |
| 5Y | +1.1% | +168.2% | -167.1% | -15.3% |
| 10Y | +83.8% | +352.0% | -268.1% | +41.1% |
| All | +1,238.3% | +5,005.0% | -3,766.7% | +791.9% |
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