-4.6%
PEP vs ALM
+806.0%
-810.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.1% |
| 7D | +6.7% | -14.5% | +21.2% | +6.5% |
| 30D | +13.5% | -39.0% | +52.6% | +13.0% |
| 3M | +3.9% | -40.3% | +44.2% | +3.5% |
| 6M | -6.0% | -60.3% | +54.3% | -6.5% |
| YTD | +2.5% | -9.8% | +12.2% | +3.0% |
| 1Y | +3.9% | +30.8% | -26.8% | +5.2% |
| All | -4.6% | +806.0% | -810.6% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling