+265.1%
MU vs PEP
+2.4%
+262.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.8% | -10.8% | -1.6% |
| 7D | -19.1% | +7.4% | -26.5% | -9.8% |
| 30D | -25.2% | +13.3% | -38.6% | -9.4% |
| 3M | -10.9% | +3.5% | -14.4% | -4.3% |
| 6M | +38.0% | -5.9% | +43.9% | +43.1% |
| YTD | +178.8% | +2.3% | +176.6% | +223.5% |
| 1Y | +265.1% | +3.7% | +261.4% | +322.9% |
| All | +265.1% | +2.4% | +262.7% | +322.9% |
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