-4.3%
PEP vs ALM
-63.0%
+58.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.5% |
| 7D | -0.3% | -4.0% | +3.7% | -0.5% |
| 30D | +11.8% | -30.5% | +42.3% | +9.9% |
| 3M | +3.7% | -46.9% | +50.6% | +1.2% |
| 6M | -4.3% | -65.5% | +61.2% | -7.4% |
| All | -4.3% | -63.0% | +58.7% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling