+30.2%
PEP vs ACI
+25.9%
+4.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +0.2% | +5.9% | -5.7% | -0.4% |
| 3M | -1.1% | -19.8% | +18.7% | +0.7% |
| 6M | -13.5% | -24.7% | +11.3% | -11.4% |
| YTD | -1.2% | -24.4% | +23.2% | +1.1% |
| 1Y | -1.6% | -31.5% | +29.9% | +1.6% |
| 3Y | -12.5% | -38.7% | +26.2% | -8.9% |
| 5Y | +3.0% | -42.8% | +45.8% | +6.8% |
| All | +30.2% | +25.9% | +4.3% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling