+175.7%
MU vs PEP
+4.3%
+171.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.2% | -17.7% | -17.2% |
| 7D | -29.7% | +6.7% | -36.4% | -22.4% |
| 30D | -37.2% | +13.5% | -50.7% | -23.7% |
| 3M | -26.5% | +3.9% | -30.4% | -20.5% |
| 6M | +2.6% | -6.0% | +8.6% | +6.6% |
| YTD | +130.1% | +2.5% | +127.7% | +167.9% |
| All | +175.7% | +4.3% | +171.5% | +217.5% |
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