+1.1%
PEP vs ACWI
+55.1%
-54.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +1.2% |
| 7D | +6.7% | -4.0% | +10.7% | +7.7% |
| 30D | +13.5% | -5.8% | +19.3% | +15.2% |
| 3M | +3.9% | -5.0% | +9.0% | +5.2% |
| 6M | -6.0% | +0.7% | -6.7% | -6.6% |
| YTD | +2.5% | +8.4% | -6.0% | -0.6% |
| 1Y | +3.9% | +10.1% | -6.2% | +0.3% |
| 3Y | -4.7% | +70.8% | -75.4% | -23.3% |
| 5Y | +1.1% | +55.4% | -54.3% | -16.8% |
| All | +1.1% | +55.1% | -54.0% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling