+13.3%
MCD vs PEP
-4.3%
+17.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | -0.2% |
| 7D | +7.3% | +4.6% | +2.7% | +5.4% |
| 30D | +20.0% | +14.0% | +6.0% | +13.9% |
| 3M | +3.8% | +5.4% | -1.6% | +1.6% |
| 6M | +3.8% | -5.1% | +8.9% | +5.4% |
| YTD | -5.9% | +3.1% | -9.0% | -7.4% |
| 1Y | -3.2% | +4.8% | -8.0% | -5.4% |
| 3Y | +13.3% | -4.1% | +17.4% | +14.6% |
| All | +13.3% | -4.3% | +17.6% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling