+50.4%
PEP vs ALC
+30.4%
+20.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +1.4% |
| 7D | +2.9% | -1.1% | +4.0% | +3.2% |
| 30D | +12.5% | +16.0% | -3.5% | +8.3% |
| 3M | +4.5% | +0.8% | +3.7% | +4.2% |
| 6M | -0.5% | +16.8% | -17.3% | -4.6% |
| YTD | +4.4% | -5.5% | +9.9% | +5.0% |
| 1Y | +4.4% | -5.3% | +9.6% | +4.8% |
| 3Y | -3.4% | +4.1% | -7.5% | -7.8% |
| 5Y | +5.2% | -7.1% | +12.2% | +2.5% |
| All | +50.4% | +30.4% | +20.1% | +21.5% |
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