+3.9%
PEP vs ACWI
+10.2%
-6.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +2.9% | -2.4% | +5.3% | +2.6% |
| 30D | +14.2% | -5.2% | +19.4% | +13.3% |
| 3M | +3.2% | -4.8% | +8.0% | +2.4% |
| 6M | -7.4% | -1.3% | -6.1% | -7.7% |
| YTD | +1.5% | +8.4% | -6.9% | +1.4% |
| 1Y | +3.9% | +11.0% | -7.2% | +4.0% |
| All | +3.9% | +10.2% | -6.3% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling