+1,619.0%
PEP vs ALB
+2,194.2%
-575.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.2% |
| 7D | +6.7% | +5.5% | +1.2% | +6.0% |
| 30D | +13.5% | -7.5% | +21.0% | +14.4% |
| 3M | +3.9% | -16.9% | +20.9% | +5.9% |
| 6M | -6.0% | -49.2% | +43.2% | +0.9% |
| YTD | +2.5% | -29.9% | +32.3% | +5.0% |
| 1Y | +3.9% | +8.2% | -4.3% | +1.0% |
| 3Y | -4.7% | -19.4% | +14.8% | -8.2% |
| 5Y | +1.1% | -61.6% | +62.7% | +3.7% |
| 10Y | +83.8% | +34.6% | +49.2% | +47.8% |
| All | +1,619.0% | +2,194.2% | -575.2% | +871.5% |
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