+89.6%
PEP vs ALB
+34.3%
+55.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.6% |
| 7D | +4.6% | +5.3% | -0.6% | +4.2% |
| 30D | +14.0% | -6.3% | +20.3% | +14.5% |
| 3M | +5.4% | -27.4% | +32.8% | +8.0% |
| 6M | -5.1% | -53.1% | +47.9% | +0.5% |
| YTD | +3.1% | -32.3% | +35.4% | +5.2% |
| 1Y | +4.8% | -7.3% | +12.1% | +3.9% |
| 3Y | -4.1% | -14.9% | +10.8% | -7.4% |
| 5Y | +3.0% | -62.0% | +65.0% | +5.8% |
| 10Y | +89.6% | +33.0% | +56.6% | +39.9% |
| All | +89.6% | +34.3% | +55.3% | +39.9% |
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