+3.3%
PEP vs ALB
-62.1%
+65.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | +0.1% |
| 7D | +6.7% | +5.5% | +1.2% | +6.4% |
| 30D | +13.5% | -7.5% | +21.0% | +13.8% |
| 3M | +3.9% | -16.9% | +20.9% | +4.6% |
| 6M | -6.0% | -49.2% | +43.2% | -3.7% |
| YTD | +2.5% | -29.9% | +32.3% | +3.4% |
| 1Y | +3.9% | +8.2% | -4.3% | +3.0% |
| 3Y | -4.7% | -19.4% | +14.8% | -6.3% |
| All | +3.3% | -62.1% | +65.4% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling