+76.6%
PEP vs ALM
+3,219.4%
-3,142.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.8% | -8.2% | +0.6% |
| 7D | +0.1% | +8.4% | -8.3% | +0.1% |
| 30D | +0.7% | +34.8% | -34.2% | +0.5% |
| 3M | -0.5% | +16.2% | -16.8% | -0.6% |
| 6M | -11.3% | +2.1% | -13.4% | -11.4% |
| YTD | -0.6% | +117.0% | -117.6% | -1.2% |
| 1Y | +1.7% | +313.9% | -312.2% | +0.6% |
| 3Y | -12.5% | +2,327.9% | -2,340.4% | -15.7% |
| 5Y | +3.9% | +1,040.6% | -1,036.7% | +0.7% |
| 10Y | +76.6% | +3,219.4% | -3,142.9% | +66.7% |
| All | +76.6% | +3,219.4% | -3,142.9% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling