+4.7%
PEP vs ACM
+5.0%
-0.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.4% | -3.7% | +2.3% | -1.0% |
| 30D | +0.2% | -11.1% | +11.3% | +1.2% |
| 3M | -1.1% | -8.0% | +6.9% | -0.5% |
| 6M | -13.5% | -29.7% | +16.2% | -10.5% |
| YTD | -1.2% | -29.4% | +28.2% | +1.9% |
| 1Y | -1.6% | -46.4% | +44.9% | +5.0% |
| 3Y | -12.5% | -22.3% | +9.8% | -13.0% |
| All | +4.7% | +5.0% | -0.2% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling