+598.9%
PEP vs MAR
+3,207.6%
-2,608.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.4% | +0.8% |
| 7D | +4.6% | +2.9% | +1.8% | +4.2% |
| 30D | +14.0% | +17.0% | -3.0% | +11.2% |
| 3M | +5.4% | +23.2% | -17.8% | +2.0% |
| 6M | -5.1% | +21.7% | -26.9% | -8.2% |
| YTD | +3.1% | +38.9% | -35.8% | -2.4% |
| 1Y | +4.8% | +48.7% | -43.9% | -2.0% |
| 3Y | -4.1% | +122.9% | -127.0% | -16.7% |
| 5Y | +3.0% | +177.5% | -174.5% | -14.8% |
| 10Y | +89.6% | +537.5% | -447.9% | +29.5% |
| All | +598.9% | +3,207.6% | -2,608.6% | +246.4% |
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