-4.6%
PEP vs ACM
-12.3%
+7.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | +6.7% | +5.1% | +1.6% | +6.4% |
| 30D | +13.5% | +11.5% | +2.0% | +12.9% |
| 3M | +3.9% | -10.5% | +14.4% | +4.0% |
| 6M | -6.0% | -20.4% | +14.4% | -5.6% |
| YTD | +2.5% | -28.9% | +31.3% | +3.2% |
| 1Y | +3.9% | -48.7% | +52.6% | +6.8% |
| All | -4.6% | -12.3% | +7.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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