-5.5%
PEP vs ALB
-13.2%
+7.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.3% | -3.6% | +3.3% | -0.2% |
| 30D | +11.8% | -2.9% | +14.6% | +11.8% |
| 3M | +3.7% | -25.8% | +29.5% | +4.8% |
| 6M | -4.3% | -53.6% | +49.3% | -1.5% |
| YTD | +2.1% | -32.4% | +34.5% | +3.2% |
| 1Y | +2.5% | -13.0% | +15.6% | +2.4% |
| All | -5.5% | -13.2% | +7.7% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling