+554.8%
MA vs PEP
+81.7%
+473.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -0.3% | +1.0% | -1.4% | -0.9% |
| 30D | +11.3% | +12.6% | -1.3% | +4.4% |
| 3M | +16.7% | +3.1% | +13.5% | +14.5% |
| 6M | +32.8% | -6.3% | +39.1% | +36.9% |
| YTD | +15.6% | +1.9% | +13.7% | +12.5% |
| 1Y | +19.6% | +3.3% | +16.3% | +15.2% |
| 3Y | +72.1% | -4.8% | +76.9% | +69.6% |
| 5Y | +96.0% | +2.0% | +94.0% | +81.9% |
| 10Y | +554.8% | +80.3% | +474.4% | +350.3% |
| All | +554.8% | +81.7% | +473.1% | +350.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling