+3.2%
PEP vs MDT
-20.5%
+23.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +0.3% | +2.8% | -2.5% | -0.6% |
| 3M | -3.2% | +13.1% | -16.3% | -6.9% |
| 6M | -13.6% | +2.3% | -15.9% | -14.5% |
| YTD | -1.9% | -2.7% | +0.8% | -1.5% |
| 1Y | -0.6% | +0.9% | -1.5% | -1.5% |
| 3Y | -13.6% | +26.8% | -40.4% | -20.4% |
| 5Y | +3.2% | -19.5% | +22.7% | +6.9% |
| All | +3.2% | -20.5% | +23.7% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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