+189.8%
MU vs PEP
+3.3%
+186.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +3.7% |
| 7D | -22.0% | +2.9% | -24.9% | -18.2% |
| 30D | -36.6% | +14.2% | -50.8% | -22.3% |
| 3M | -21.7% | +3.2% | -24.9% | -16.1% |
| 6M | +3.5% | -7.4% | +11.0% | +6.0% |
| YTD | +141.9% | +1.5% | +140.5% | +177.9% |
| 1Y | +189.8% | +3.9% | +186.0% | +229.3% |
| All | +189.8% | +3.3% | +186.6% | +229.3% |
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 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