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Next filing · Form 10-Q · Q3 2026 · 27 days
Next filing · Form 10-Q · Q3 2026 · 27 daysAPI Update · Point-in-Time (PIT) historical commit tracking — securities and funds unifiedAPI Update · ERM3 L3 variance partition — institutional transparency releaseFactor Research · L-Star adaptive hedge depth — out-of-sample validation across ten allocator universesPart 1 · One Position, Four BetsPart 2 · Risk Structure in 13F FilingsNext filing · Form 10-Q · Q3 2026 · 27 daysAPI Update · Point-in-Time (PIT) historical commit tracking — securities and funds unifiedAPI Update · ERM3 L3 variance partition — institutional transparency releaseFactor Research · L-Star adaptive hedge depth — out-of-sample validation across ten allocator universesPart 1 · One Position, Four BetsPart 2 · Risk Structure in 13F Filings
Ledger

Risk decomposition

PEP

Market → sector → subsector → α-residual · 2026-04-22 → 2026-10-12

PEP factor & risk decomposition snapshot
Market
-1.5%
Sector
+3.8%
Subsector
-0.5%
α residual
-17.5%
Stock
-15.8%

Every position carries the market, its sector, and its subsector before any stock-specific move. The waterfall splits PEP's realized return into those benchmark layers; the α residual is what the three hedge layers do not explain.

source: RiskModels — GET /ticker-returns?ticker=PEP&years=1

How the decomposition works →Research →Run PEP on riskmodels.net →Run any ticker via the API →

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