+4.4%
PEP vs MAR
+47.1%
-42.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +2.9% | +1.6% | +1.3% | +2.7% |
| 30D | +12.5% | +13.8% | -1.3% | +11.2% |
| 3M | +4.5% | +20.3% | -15.7% | +2.8% |
| 6M | -0.5% | +21.3% | -21.8% | -1.8% |
| YTD | +4.4% | +37.2% | -32.8% | +2.8% |
| 1Y | +4.4% | +48.4% | -44.1% | +2.1% |
| All | +4.4% | +47.1% | -42.7% | +2.1% |
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