+674.5%
MU vs PEP
-1.7%
+676.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +5.3% |
| 7D | +9.0% | -1.4% | +10.4% | +7.1% |
| 30D | +13.8% | +0.2% | +13.6% | +14.4% |
| 3M | +2.1% | -1.1% | +3.2% | +4.4% |
| 6M | +153.8% | -13.5% | +167.3% | +141.9% |
| YTD | +256.4% | -1.2% | +257.6% | +276.5% |
| All | +674.5% | -1.7% | +676.3% | +743.6% |
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