+2.9%
PEP vs ACM
+3.9%
-1.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.3% | +5.1% | -5.4% | -0.9% |
| 30D | +11.8% | +18.7% | -6.9% | +9.7% |
| 3M | +3.7% | +15.5% | -11.8% | +2.0% |
| 6M | -4.3% | +1.2% | -5.5% | -4.8% |
| YTD | +2.1% | -25.2% | +27.4% | +4.6% |
| 1Y | +2.5% | -46.3% | +48.8% | +9.9% |
| 3Y | -5.0% | -9.6% | +4.5% | -8.2% |
| 5Y | +2.9% | +4.4% | -1.5% | -5.4% |
| All | +2.9% | +3.9% | -1.0% | -5.4% |
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