+1,557.8%
PEP vs ALB
+2,835.3%
-1,277.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | -0.2% |
| 7D | -1.4% | -8.1% | +6.7% | -0.5% |
| 30D | +0.2% | +6.3% | -6.0% | -0.5% |
| 3M | -1.1% | -23.6% | +22.5% | +1.6% |
| 6M | -13.5% | -24.6% | +11.1% | -11.5% |
| YTD | -1.2% | -10.3% | +9.1% | -1.3% |
| 1Y | -1.6% | +61.5% | -63.0% | -9.1% |
| 3Y | -12.5% | -34.0% | +21.5% | -13.3% |
| 5Y | +3.0% | -44.6% | +47.6% | +1.0% |
| 10Y | +73.9% | +76.1% | -2.2% | +35.7% |
| All | +1,557.8% | +2,835.3% | -1,277.4% | +812.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling