+73.8%
PEP vs ACWI
+228.2%
-154.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -1.4% | +0.5% | -1.9% | -1.7% |
| 30D | +0.2% | +0.9% | -0.6% | -0.3% |
| 3M | -1.1% | +2.4% | -3.5% | -2.7% |
| 6M | -13.5% | +12.4% | -25.9% | -19.4% |
| YTD | -1.2% | +15.2% | -16.3% | -9.4% |
| 1Y | -1.6% | +22.7% | -24.3% | -13.3% |
| 3Y | -12.5% | +75.8% | -88.3% | -39.5% |
| 5Y | +3.0% | +67.7% | -64.7% | -27.1% |
| All | +73.8% | +228.2% | -154.4% | -26.7% |
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