+79.1%
PEP vs MDY
+170.4%
-91.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | +0.3% | -3.9% | +4.2% | +1.8% |
| 3M | -3.2% | 0.0% | -3.2% | -3.4% |
| 6M | -13.6% | +8.5% | -22.1% | -16.7% |
| YTD | -1.9% | +13.2% | -15.1% | -7.1% |
| 1Y | -0.6% | +15.0% | -15.6% | -6.8% |
| 3Y | -13.6% | +49.6% | -63.2% | -29.0% |
| 5Y | +3.2% | +46.0% | -42.8% | -15.7% |
| 10Y | +79.1% | +176.4% | -97.3% | +3.2% |
| All | +79.1% | +170.4% | -91.4% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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