+80.3%
PEP vs ALB
+38.2%
+42.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.0% | +9.5% | -8.4% | +0.3% |
| 30D | +12.6% | -2.1% | +14.8% | +12.8% |
| 3M | +3.1% | -24.1% | +27.3% | +5.3% |
| 6M | -6.3% | -51.0% | +44.7% | -1.1% |
| YTD | +1.9% | -29.3% | +31.2% | +3.6% |
| 1Y | +3.3% | +3.2% | +0.1% | +1.5% |
| 3Y | -4.8% | -9.3% | +4.5% | -8.6% |
| 5Y | +2.0% | -61.6% | +63.7% | +5.0% |
| 10Y | +80.3% | +40.8% | +39.5% | +32.9% |
| All | +80.3% | +38.2% | +42.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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