+13,824.2%
MA vs PEP
+316.3%
+13,507.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.7% |
| 7D | -2.7% | -1.4% | -1.3% | -1.8% |
| 30D | +1.5% | +0.2% | +1.3% | +1.4% |
| 3M | +20.4% | -1.1% | +21.5% | +20.9% |
| 6M | +11.1% | -13.5% | +24.6% | +20.8% |
| YTD | +2.0% | -1.2% | +3.1% | +1.0% |
| 1Y | -2.2% | -1.6% | -0.6% | -3.5% |
| 3Y | +41.9% | -12.5% | +54.4% | +47.5% |
| 5Y | +75.4% | +3.0% | +72.3% | +60.5% |
| 10Y | +527.5% | +73.9% | +453.6% | +288.0% |
| All | +13,824.2% | +316.3% | +13,507.9% | +4,686.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling