-11.9%
PEP vs MAS
+29.0%
-41.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.9% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | +0.2% | -5.6% | +5.8% | +1.0% |
| 3M | -1.1% | +4.4% | -5.6% | -2.1% |
| 6M | -13.5% | +7.2% | -20.7% | -14.8% |
| YTD | -1.2% | +16.1% | -17.3% | -4.2% |
| 1Y | -1.6% | +0.1% | -1.7% | -2.3% |
| All | -11.9% | +29.0% | -41.0% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling