+66.3%
PEP vs MDB
+848.0%
-781.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.0% |
| 7D | +2.9% | -11.4% | +14.3% | +3.3% |
| 30D | +14.2% | -13.8% | +28.1% | +14.6% |
| 3M | +3.2% | -15.5% | +18.6% | +3.4% |
| 6M | -7.4% | +17.9% | -25.4% | -8.5% |
| YTD | +1.5% | -25.5% | +26.9% | +1.6% |
| 1Y | +3.9% | -12.1% | +16.0% | +3.2% |
| 3Y | -5.5% | -5.9% | +0.4% | -8.1% |
| 5Y | +0.1% | -43.7% | +43.8% | -2.4% |
| All | +66.3% | +848.0% | -781.7% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling