-15.1%
PEP vs MCK
+112.3%
-127.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -1.0% | -2.9% | +2.0% | -0.6% |
| 30D | -0.7% | +0.4% | -1.1% | -0.8% |
| 3M | -4.1% | +12.1% | -16.2% | -5.7% |
| 6M | -13.1% | -5.4% | -7.6% | -13.0% |
| YTD | -2.1% | +7.8% | -9.9% | -3.5% |
| 1Y | -1.7% | +22.9% | -24.6% | -4.5% |
| 3Y | -15.1% | +110.7% | -125.8% | -20.6% |
| All | -15.1% | +112.3% | -127.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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