+871.5%
MU vs PEP
-4.3%
+875.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -0.2% |
| 7D | -15.2% | +4.6% | -19.8% | -12.3% |
| 30D | -29.5% | +14.0% | -43.5% | -22.4% |
| 3M | -15.8% | +5.4% | -21.2% | -11.3% |
| 6M | -2.9% | -5.1% | +2.3% | +0.1% |
| YTD | +154.2% | +3.1% | +151.1% | +170.3% |
| 1Y | +186.6% | +4.8% | +181.8% | +206.0% |
| 3Y | +871.5% | -4.1% | +875.6% | +873.5% |
| All | +871.5% | -4.3% | +875.8% | +873.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling