+1,613.6%
PEP vs ALB
+2,112.1%
-498.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.3% | -3.6% | +3.3% | +0.1% |
| 30D | +11.8% | -2.9% | +14.6% | +12.0% |
| 3M | +3.7% | -25.8% | +29.5% | +7.0% |
| 6M | -4.3% | -53.6% | +49.3% | +3.7% |
| YTD | +2.1% | -32.4% | +34.5% | +5.1% |
| 1Y | +2.5% | -13.0% | +15.6% | +2.2% |
| 3Y | -5.0% | -15.0% | +10.0% | -9.2% |
| 5Y | +2.9% | -63.5% | +66.4% | +6.2% |
| 10Y | +87.9% | +34.7% | +53.2% | +51.0% |
| All | +1,613.6% | +2,112.1% | -498.5% | +872.3% |
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 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