+72,065.9%
MU vs PEP
+3,260.9%
+68,805.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.5% |
| 7D | -22.0% | +2.9% | -24.9% | -23.0% |
| 30D | -36.6% | +14.2% | -50.8% | -39.9% |
| 3M | -21.7% | +3.2% | -24.9% | -23.3% |
| 6M | +3.5% | -7.4% | +11.0% | +3.7% |
| YTD | +141.9% | +1.5% | +140.5% | +132.2% |
| 1Y | +189.8% | +3.9% | +186.0% | +175.3% |
| 3Y | +855.4% | -5.5% | +860.9% | +814.1% |
| 5Y | +869.2% | +0.1% | +869.0% | +799.4% |
| 10Y | +4,142.8% | +82.1% | +4,060.7% | +3,001.6% |
| All | +72,065.9% | +3,260.9% | +68,805.0% | +14,356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling