+284.9%
PEP vs ACM
+233.2%
+51.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | +6.7% | +5.1% | +1.6% | +5.8% |
| 30D | +13.5% | +11.5% | +2.0% | +11.6% |
| 3M | +3.9% | -10.5% | +14.4% | +5.5% |
| 6M | -6.0% | -20.4% | +14.4% | -3.1% |
| YTD | +2.5% | -28.9% | +31.3% | +7.0% |
| 1Y | +3.9% | -48.7% | +52.6% | +14.3% |
| 3Y | -4.7% | -12.5% | +7.9% | -4.9% |
| 5Y | +1.1% | +0.5% | +0.6% | -2.4% |
| 10Y | +83.8% | +161.2% | -77.3% | +46.4% |
| All | +284.9% | +233.2% | +51.7% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling