+569.8%
PEP vs MAR
+2,498.9%
-1,929.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | -4.2% | +2.8% | -0.8% |
| 30D | +0.2% | -6.7% | +6.9% | +1.3% |
| 3M | -1.1% | -12.5% | +11.4% | +0.8% |
| 6M | -13.5% | +0.6% | -14.1% | -13.8% |
| YTD | -1.2% | +9.1% | -10.3% | -2.9% |
| 1Y | -1.6% | +26.2% | -27.8% | -5.6% |
| 3Y | -12.5% | +68.2% | -80.7% | -20.6% |
| 5Y | +3.0% | +163.9% | -160.9% | -14.3% |
| 10Y | +73.9% | +420.6% | -346.6% | +22.5% |
| All | +569.8% | +2,498.9% | -1,929.1% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling