+149.3%
PEP vs ALM
+7,705.7%
-7,556.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.7% |
| 7D | -1.4% | -2.6% | +1.2% | -1.4% |
| 30D | +0.2% | +32.0% | -31.8% | +0.2% |
| 3M | -1.1% | -15.0% | +13.9% | -1.1% |
| 6M | -13.5% | -10.1% | -3.4% | -13.5% |
| YTD | -1.2% | +99.4% | -100.6% | -1.4% |
| 1Y | -1.6% | +316.4% | -317.9% | -1.9% |
| 3Y | -12.5% | +2,022.0% | -2,034.5% | -13.2% |
| 5Y | +3.0% | +941.2% | -938.2% | +2.3% |
| 10Y | +73.9% | +2,950.3% | -2,876.4% | +71.9% |
| All | +149.3% | +7,705.7% | -7,556.5% | +142.8% |
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 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