+236.9%
PEP vs ACWI
+356.8%
-119.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -1.4% | +0.5% | -1.9% | -1.6% |
| 30D | +0.2% | +0.9% | -0.6% | -0.2% |
| 3M | -1.1% | +2.4% | -3.5% | -2.6% |
| 6M | -13.5% | +12.4% | -25.9% | -18.9% |
| YTD | -1.2% | +15.2% | -16.3% | -8.6% |
| 1Y | -1.6% | +22.7% | -24.3% | -12.1% |
| 3Y | -12.5% | +75.8% | -88.3% | -36.1% |
| 5Y | +3.0% | +67.7% | -64.7% | -23.7% |
| 10Y | +73.9% | +229.0% | -155.1% | -10.0% |
| All | +236.9% | +356.8% | -119.9% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling