+568.4%
MA vs PEP
+83.1%
+485.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | -0.2% |
| 7D | +1.8% | +4.6% | -2.8% | -0.6% |
| 30D | +11.8% | +14.0% | -2.2% | +4.2% |
| 3M | +17.2% | +5.4% | +11.8% | +13.7% |
| 6M | +33.4% | -5.1% | +38.5% | +36.6% |
| YTD | +16.1% | +3.1% | +13.0% | +12.3% |
| 1Y | +19.9% | +4.8% | +15.1% | +14.6% |
| 3Y | +70.1% | -4.1% | +74.2% | +67.0% |
| 5Y | +89.6% | +3.0% | +86.7% | +75.2% |
| 10Y | +568.4% | +89.6% | +478.8% | +340.6% |
| All | +568.4% | +83.1% | +485.3% | +340.6% |
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