+556.3%
MA vs PEP
+82.4%
+473.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +3.2% | +6.7% | -3.5% | -0.3% |
| 30D | +15.9% | +13.5% | +2.4% | +8.2% |
| 3M | +15.2% | +3.9% | +11.2% | +12.6% |
| 6M | +32.4% | -6.0% | +38.4% | +36.2% |
| YTD | +15.6% | +2.5% | +13.2% | +12.2% |
| 1Y | +19.3% | +3.9% | +15.4% | +14.6% |
| 3Y | +73.0% | -4.7% | +77.6% | +70.4% |
| 5Y | +93.7% | +1.1% | +92.6% | +81.1% |
| All | +556.3% | +82.4% | +473.9% | +349.3% |
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