+106,206.6%
MU vs PEP
+3,172.7%
+103,034.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.3% |
| 7D | +9.0% | -1.4% | +10.4% | +9.5% |
| 30D | +13.8% | +0.2% | +13.6% | +13.6% |
| 3M | +2.1% | -1.1% | +3.2% | +1.0% |
| 6M | +153.8% | -13.5% | +167.3% | +162.1% |
| YTD | +256.4% | -1.2% | +257.6% | +248.1% |
| 1Y | +719.8% | -1.6% | +721.3% | +697.8% |
| 3Y | +1,360.4% | -12.5% | +1,372.9% | +1,350.4% |
| 5Y | +1,312.4% | +3.0% | +1,309.4% | +1,202.1% |
| 10Y | +6,142.6% | +73.9% | +6,068.7% | +4,580.1% |
| All | +106,206.6% | +3,172.7% | +103,034.0% | +21,571.3% |
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