+3.0%
PEP vs ALLE
+53.5%
-50.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.3% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | +14.0% | +25.9% | -11.9% | +8.6% |
| 3M | +5.4% | +14.9% | -9.5% | +2.3% |
| 6M | -5.1% | +42.1% | -47.2% | -12.0% |
| YTD | +3.1% | +20.4% | -17.3% | -1.2% |
| 1Y | +4.8% | +14.9% | -10.1% | +1.3% |
| 3Y | -4.1% | +90.1% | -94.2% | -17.4% |
| 5Y | +3.0% | +53.0% | -50.0% | -7.2% |
| All | +3.0% | +53.5% | -50.5% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling