+43.2%
PEP vs ALC
+21.6%
+21.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.1% |
| 7D | +0.1% | -3.7% | +3.8% | +1.0% |
| 30D | +0.7% | -3.7% | +4.4% | +1.6% |
| 3M | -0.5% | +4.6% | -5.1% | -1.8% |
| 6M | -11.3% | -14.6% | +3.3% | -8.2% |
| YTD | -0.6% | -11.9% | +11.3% | +1.8% |
| 1Y | +1.7% | -13.1% | +14.8% | +4.3% |
| 3Y | -12.5% | -15.0% | +2.5% | -11.3% |
| 5Y | +3.9% | -16.2% | +20.1% | +4.3% |
| All | +43.2% | +21.6% | +21.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling