+3,273.4%
PEP vs MAS
+1,727.7%
+1,545.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.9% | +2.8% |
| 7D | +7.4% | +14.2% | -6.8% | +5.0% |
| 30D | +13.3% | +26.8% | -13.5% | +8.9% |
| 3M | +3.5% | +13.1% | -9.6% | +1.3% |
| 6M | -5.9% | +27.9% | -33.8% | -10.1% |
| YTD | +2.3% | +38.7% | -36.4% | -4.0% |
| 1Y | +3.7% | +40.4% | -36.7% | -2.9% |
| 3Y | -4.8% | +66.1% | -70.9% | -14.3% |
| 5Y | +1.9% | +47.4% | -45.5% | -7.6% |
| 10Y | +83.5% | +238.3% | -154.9% | +43.5% |
| All | +3,273.4% | +1,727.7% | +1,545.7% | +1,593.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling