+1.1%
PEP vs MAS
+41.7%
-40.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.8% |
| 7D | +6.7% | +4.6% | +2.1% | +5.8% |
| 30D | +13.5% | +19.9% | -6.4% | +9.9% |
| 3M | +3.9% | +8.9% | -5.0% | +2.2% |
| 6M | -6.0% | +20.2% | -26.1% | -9.5% |
| YTD | +2.5% | +33.9% | -31.4% | -3.8% |
| 1Y | +3.9% | +34.7% | -30.7% | -2.6% |
| 3Y | -4.7% | +60.4% | -65.0% | -15.0% |
| 5Y | +1.1% | +43.5% | -42.4% | -8.2% |
| All | +1.1% | +41.7% | -40.6% | -8.2% |
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