+271.2%
PEP vs ACM
+230.8%
+40.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.4% | -3.7% | +2.3% | -0.8% |
| 30D | +0.2% | -11.1% | +11.3% | +1.9% |
| 3M | -1.1% | -8.0% | +6.9% | -0.1% |
| 6M | -13.5% | -29.7% | +16.2% | -9.1% |
| YTD | -1.2% | -29.4% | +28.2% | +3.4% |
| 1Y | -1.6% | -46.4% | +44.9% | +7.4% |
| 3Y | -12.5% | -22.3% | +9.8% | -11.0% |
| 5Y | +3.0% | +4.5% | -1.4% | -1.2% |
| 10Y | +73.9% | +127.6% | -53.7% | +41.4% |
| All | +271.2% | +230.8% | +40.4% | +153.7% |
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