+90.1%
PEP vs ACWI
+227.3%
-137.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.4% |
| 7D | +1.1% | -0.7% | +1.7% | +1.3% |
| 30D | +13.6% | -2.0% | +15.6% | +14.6% |
| 3M | +5.1% | -2.2% | +7.3% | +6.1% |
| 6M | -1.6% | +1.9% | -3.5% | -3.3% |
| YTD | +3.3% | +12.0% | -8.6% | -4.0% |
| 1Y | +3.2% | +12.5% | -9.3% | -4.4% |
| 3Y | -3.9% | +75.4% | -79.3% | -33.8% |
| 5Y | +4.0% | +61.5% | -57.5% | -24.8% |
| 10Y | +90.1% | +227.1% | -137.0% | -20.2% |
| All | +90.1% | +227.3% | -137.2% | -20.2% |
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