+1.7%
PEP vs ALB
+59.9%
-58.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.6% |
| 7D | +0.1% | -4.4% | +4.5% | +0.1% |
| 30D | +0.7% | -1.2% | +1.8% | +0.7% |
| 3M | -0.5% | -13.3% | +12.8% | -0.3% |
| 6M | -11.3% | -19.8% | +8.5% | -11.0% |
| YTD | -0.6% | -7.9% | +7.3% | +0.4% |
| 1Y | +1.7% | +60.2% | -58.5% | +6.6% |
| All | +1.7% | +59.9% | -58.2% | +6.6% |
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