+1,760.7%
PEP vs MCO
+7,504.3%
-5,743.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.1% |
| 7D | +0.1% | -2.7% | +2.8% | +0.7% |
| 30D | +0.7% | +0.9% | -0.3% | +0.4% |
| 3M | -0.5% | +8.7% | -9.2% | -2.3% |
| 6M | -11.3% | +2.4% | -13.7% | -12.0% |
| YTD | -0.6% | -5.2% | +4.6% | -0.2% |
| 1Y | +1.7% | -4.4% | +6.0% | +1.7% |
| 3Y | -12.5% | +45.1% | -57.6% | -20.8% |
| 5Y | +3.9% | +31.5% | -27.6% | -5.3% |
| 10Y | +76.6% | +380.7% | -304.2% | +22.7% |
| All | +1,760.7% | +7,504.3% | -5,743.5% | +521.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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