+1,362.4%
MU vs PEP
-12.5%
+1,374.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +5.7% |
| 7D | +9.0% | -1.4% | +10.4% | +8.1% |
| 30D | +13.8% | +0.2% | +13.6% | +14.1% |
| 3M | +2.1% | -1.1% | +3.2% | +3.2% |
| 6M | +153.8% | -13.5% | +167.3% | +148.1% |
| YTD | +256.4% | -1.2% | +257.6% | +261.7% |
| 1Y | +719.8% | -1.6% | +721.3% | +732.4% |
| All | +1,362.4% | -12.5% | +1,374.9% | +1,330.2% |
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