+33.7%
PEP vs ACI
+29.9%
+3.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.6% |
| 7D | +2.9% | -2.2% | +5.1% | +3.2% |
| 30D | +14.2% | +10.3% | +3.9% | +13.0% |
| 3M | +3.2% | +7.2% | -4.0% | +2.4% |
| 6M | -7.4% | -18.0% | +10.6% | -6.0% |
| YTD | +1.5% | -22.0% | +23.5% | +3.4% |
| 1Y | +3.9% | -23.4% | +27.2% | +6.1% |
| 3Y | -5.5% | -35.8% | +30.3% | -2.2% |
| 5Y | +0.1% | -43.7% | +43.8% | +3.5% |
| All | +33.7% | +29.9% | +3.8% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling