+3,159.9%
PEP vs MAS
+1,430.5%
+1,729.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.0% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | +0.2% | -5.6% | +5.8% | +1.2% |
| 3M | -1.1% | +4.4% | -5.6% | -2.2% |
| 6M | -13.5% | +7.2% | -20.7% | -15.0% |
| YTD | -1.2% | +16.1% | -17.3% | -4.4% |
| 1Y | -1.6% | +0.1% | -1.7% | -2.5% |
| 3Y | -12.5% | +28.3% | -40.8% | -17.8% |
| 5Y | +3.0% | +30.5% | -27.4% | -4.7% |
| 10Y | +73.9% | +139.1% | -65.2% | +43.6% |
| All | +3,159.9% | +1,430.5% | +1,729.5% | +1,586.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded MAS 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling