+80.1%
PEP vs ACWI
+219.0%
-138.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | +2.9% | -2.4% | +5.3% | +4.2% |
| 30D | +14.2% | -5.2% | +19.4% | +17.3% |
| 3M | +3.2% | -4.8% | +8.0% | +5.7% |
| 6M | -7.4% | -1.3% | -6.1% | -7.4% |
| YTD | +1.5% | +8.4% | -6.9% | -4.1% |
| 1Y | +3.9% | +11.0% | -7.2% | -3.3% |
| 3Y | -5.5% | +70.6% | -76.1% | -33.9% |
| 5Y | +0.1% | +55.3% | -55.2% | -26.0% |
| All | +80.1% | +219.0% | -138.9% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling