+1.9%
PEP vs MAS
+48.4%
-46.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.9% | +2.7% |
| 7D | +7.4% | +14.2% | -6.8% | +4.8% |
| 30D | +13.3% | +26.8% | -13.5% | +8.6% |
| 3M | +3.5% | +13.1% | -9.6% | +1.1% |
| 6M | -5.9% | +27.9% | -33.8% | -10.4% |
| YTD | +2.3% | +38.7% | -36.4% | -4.6% |
| 1Y | +3.7% | +40.4% | -36.7% | -3.5% |
| 3Y | -4.8% | +66.1% | -70.9% | -15.7% |
| 5Y | +1.9% | +47.4% | -45.5% | -7.8% |
| All | +1.9% | +48.4% | -46.5% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling