-3.4%
PEP vs ALM
+909.2%
-912.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.5% | +2.3% |
| 7D | +2.9% | +1.2% | +1.7% | +2.9% |
| 30D | +12.5% | -19.3% | +31.8% | +12.3% |
| 3M | +4.5% | -40.6% | +45.2% | +4.1% |
| 6M | -0.5% | -57.9% | +57.4% | -1.0% |
| YTD | +4.4% | -6.7% | +11.1% | +5.0% |
| 1Y | +4.4% | +20.2% | -15.8% | +5.5% |
| 3Y | -3.4% | +879.4% | -882.8% | +0.8% |
| All | -3.4% | +909.2% | -912.6% | +0.8% |
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