+4.7%
PEP vs MDB
-28.4%
+33.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.6% |
| 7D | -1.4% | -17.4% | +16.0% | -1.3% |
| 30D | +0.2% | -2.0% | +2.3% | +0.2% |
| 3M | -1.1% | -3.0% | +1.9% | -1.2% |
| 6M | -13.5% | +48.7% | -62.2% | -13.8% |
| YTD | -1.2% | -12.1% | +11.0% | -1.1% |
| 1Y | -1.6% | +14.5% | -16.1% | -1.9% |
| 3Y | -12.5% | -6.1% | -6.4% | -13.1% |
| All | +4.7% | -28.4% | +33.1% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling