+3.7%
PEP vs MAR
+62.0%
-58.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.7% | +3.5% |
| 7D | +7.4% | +7.7% | -0.3% | +6.6% |
| 30D | +13.3% | +19.4% | -6.0% | +11.5% |
| 3M | +3.5% | +23.3% | -19.8% | +1.5% |
| 6M | -5.9% | +22.8% | -28.8% | -7.3% |
| YTD | +2.3% | +37.8% | -35.5% | +0.3% |
| 1Y | +3.7% | +57.4% | -53.7% | +1.2% |
| All | +3.7% | +62.0% | -58.3% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling