+4.7%
PEP vs MAR
+165.1%
-160.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | -4.2% | +2.8% | -0.9% |
| 30D | +0.2% | -6.7% | +6.9% | +1.0% |
| 3M | -1.1% | -12.5% | +11.4% | +0.3% |
| 6M | -13.5% | +0.6% | -14.1% | -13.6% |
| YTD | -1.2% | +9.1% | -10.3% | -2.4% |
| 1Y | -1.6% | +26.2% | -27.8% | -4.6% |
| 3Y | -12.5% | +68.2% | -80.7% | -19.2% |
| All | +4.7% | +165.1% | -160.3% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling