-11.9%
PEP vs ACM
-21.7%
+9.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.4% | -3.7% | +2.3% | -1.3% |
| 30D | +0.2% | -11.1% | +11.3% | +0.5% |
| 3M | -1.1% | -8.0% | +6.9% | -1.0% |
| 6M | -13.5% | -29.7% | +16.2% | -12.5% |
| YTD | -1.2% | -29.4% | +28.2% | -0.2% |
| 1Y | -1.6% | -46.4% | +44.9% | +1.0% |
| All | -11.9% | -21.7% | +9.7% | -14.6% |
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