+4.4%
PEP vs ALB
-15.8%
+20.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | +2.9% | -5.8% | +8.7% | +3.1% |
| 30D | +12.5% | -4.5% | +17.0% | +12.6% |
| 3M | +4.5% | -28.1% | +32.6% | +5.7% |
| 6M | -0.5% | -53.2% | +52.7% | +2.3% |
| YTD | +4.4% | -33.3% | +37.7% | +5.3% |
| 1Y | +4.4% | -17.4% | +21.8% | +3.1% |
| All | +4.4% | -15.8% | +20.2% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling