+73.8%
PEP vs MAS
+137.9%
-64.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.2% |
| 30D | +0.2% | -5.6% | +5.8% | +1.6% |
| 3M | -1.1% | +4.4% | -5.6% | -2.7% |
| 6M | -13.5% | +7.2% | -20.7% | -15.8% |
| YTD | -1.2% | +16.1% | -17.3% | -6.1% |
| 1Y | -1.6% | +0.1% | -1.7% | -3.0% |
| 3Y | -12.5% | +28.3% | -40.8% | -21.1% |
| 5Y | +3.0% | +30.5% | -27.4% | -9.4% |
| All | +73.8% | +137.9% | -64.1% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling