-5.5%
PEP vs ACI
-31.0%
+25.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -0.3% | -0.5% | +0.1% | -0.3% |
| 30D | +11.8% | +4.9% | +6.8% | +11.0% |
| 3M | +3.7% | +11.1% | -7.4% | +2.1% |
| 6M | -4.3% | -14.9% | +10.6% | -3.0% |
| YTD | +2.1% | -19.6% | +21.7% | +4.1% |
| 1Y | +2.5% | -22.7% | +25.2% | +5.0% |
| All | -5.5% | -31.0% | +25.4% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling