+1,315.7%
MU vs PEP
+3.4%
+1,312.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +5.9% |
| 7D | +9.0% | -1.4% | +10.4% | +8.6% |
| 30D | +13.8% | +0.2% | +13.6% | +13.9% |
| 3M | +2.1% | -1.1% | +3.2% | +2.5% |
| 6M | +153.8% | -13.5% | +167.3% | +154.4% |
| YTD | +256.4% | -1.2% | +257.6% | +255.8% |
| 1Y | +719.8% | -1.6% | +721.3% | +717.7% |
| 3Y | +1,360.4% | -12.5% | +1,372.9% | +1,369.4% |
| All | +1,315.7% | +3.4% | +1,312.2% | +1,243.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling