+2.0%
PEP vs ACWI
+58.8%
-56.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.3% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +12.6% | -2.8% | +15.5% | +13.4% |
| 3M | +3.1% | -3.2% | +6.3% | +3.9% |
| 6M | -6.3% | +1.3% | -7.6% | -6.9% |
| YTD | +1.9% | +11.2% | -9.4% | -1.8% |
| 1Y | +3.3% | +13.8% | -10.5% | -1.2% |
| 3Y | -4.8% | +76.2% | -81.0% | -24.1% |
| 5Y | +2.0% | +59.5% | -57.4% | -16.9% |
| All | +2.0% | +58.8% | -56.8% | -16.9% |
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