-8.1%
MCD vs PEP
+4.5%
-12.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -1.9% | +1.1% | -3.0% | -2.4% |
| 30D | +16.6% | +13.6% | +3.0% | +10.3% |
| 3M | +0.9% | +5.1% | -4.2% | -1.4% |
| 6M | +1.5% | -1.6% | +3.1% | +1.2% |
| YTD | -8.3% | +3.3% | -11.7% | -8.8% |
| 1Y | -8.1% | +3.2% | -11.4% | -7.7% |
| All | -8.1% | +4.5% | -12.7% | -7.7% |
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