+22.5%
MA vs PEP
+2.4%
+20.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.8% | +0.2% | +3.4% |
| 7D | +10.2% | +7.4% | +2.8% | +9.4% |
| 30D | +19.3% | +13.3% | +6.0% | +18.0% |
| 3M | +18.0% | +3.5% | +14.5% | +17.5% |
| 6M | +33.7% | -5.9% | +39.6% | +31.4% |
| YTD | +18.6% | +2.3% | +16.3% | +20.2% |
| 1Y | +22.5% | +3.7% | +18.8% | +24.9% |
| All | +22.5% | +2.4% | +20.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling