+158.5%
PEP vs ALM
+3,431.9%
-3,273.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.2% |
| 7D | +6.7% | -14.5% | +21.2% | +6.7% |
| 30D | +13.5% | -39.0% | +52.6% | +13.6% |
| 3M | +3.9% | -40.3% | +44.2% | +4.0% |
| 6M | -6.0% | -60.3% | +54.3% | -5.9% |
| YTD | +2.5% | -9.8% | +12.2% | +2.4% |
| 1Y | +3.9% | +30.8% | -26.8% | +3.8% |
| 3Y | -4.7% | +772.4% | -777.1% | -5.3% |
| 5Y | +1.1% | +390.7% | -389.6% | +0.5% |
| 10Y | +83.8% | +2,028.5% | -1,944.7% | +81.8% |
| All | +158.5% | +3,431.9% | -3,273.4% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling