+4,271.9%
MU vs PEP
+81.7%
+4,190.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.2% |
| 7D | -12.0% | +1.0% | -13.1% | -12.4% |
| 30D | -28.7% | +12.6% | -41.4% | -31.2% |
| 3M | -16.4% | +3.1% | -19.6% | -17.5% |
| 6M | -1.8% | -6.3% | +4.5% | -1.2% |
| YTD | +157.1% | +1.9% | +155.2% | +147.4% |
| 1Y | +208.5% | +3.3% | +205.2% | +194.7% |
| 3Y | +906.2% | -4.8% | +911.0% | +857.6% |
| 5Y | +893.4% | +2.0% | +891.4% | +785.8% |
| 10Y | +4,271.9% | +80.3% | +4,191.5% | +2,754.3% |
| All | +4,271.9% | +81.7% | +4,190.2% | +2,754.3% |
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