-4.6%
PEP vs ALLE
+90.7%
-95.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.7% |
| 7D | +6.7% | 0.0% | +6.6% | +6.7% |
| 30D | +13.5% | +20.6% | -7.1% | +9.7% |
| 3M | +3.9% | +11.4% | -7.5% | +1.7% |
| 6M | -6.0% | +42.5% | -48.5% | -11.8% |
| YTD | +2.5% | +18.9% | -16.4% | -0.8% |
| 1Y | +3.9% | +14.2% | -10.2% | +1.3% |
| All | -4.6% | +90.7% | -95.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling