+4,609.2%
MU vs PEP
+90.5%
+4,518.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.7% | +11.8% |
| 7D | +2.0% | +1.1% | +1.0% | +1.7% |
| 30D | -18.0% | +13.6% | -31.6% | -20.9% |
| 3M | -6.6% | +5.1% | -11.7% | -8.2% |
| 6M | +2.0% | -1.6% | +3.6% | +1.1% |
| YTD | +184.5% | +3.3% | +181.1% | +172.9% |
| 1Y | +236.9% | +3.2% | +233.6% | +223.0% |
| 3Y | +987.0% | -3.9% | +990.9% | +933.9% |
| 5Y | +1,014.6% | +4.0% | +1,010.6% | +886.9% |
| 10Y | +4,609.2% | +90.1% | +4,519.1% | +2,842.8% |
| All | +4,609.2% | +90.5% | +4,518.7% | +2,842.8% |
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