+76.6%
PEP vs MAR
+411.9%
-335.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | +0.1% | -1.7% | +1.8% | +0.3% |
| 30D | +0.7% | -6.9% | +7.6% | +1.4% |
| 3M | -0.5% | -15.8% | +15.3% | +1.3% |
| 6M | -11.3% | +1.9% | -13.3% | -11.6% |
| YTD | -0.6% | +6.6% | -7.2% | -1.6% |
| 1Y | +1.7% | +23.7% | -22.0% | -1.1% |
| 3Y | -12.5% | +64.6% | -77.1% | -18.1% |
| 5Y | +3.9% | +156.4% | -152.5% | -8.4% |
| 10Y | +76.6% | +415.4% | -338.8% | +36.7% |
| All | +76.6% | +411.9% | -335.3% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling