+91.3%
PEP vs MDY
+165.7%
-74.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -0.3% | +3.0% | -3.4% | -1.5% |
| 30D | +11.8% | +0.8% | +10.9% | +11.3% |
| 3M | +3.7% | -5.1% | +8.8% | +5.7% |
| 6M | -4.3% | +1.2% | -5.5% | -5.1% |
| YTD | +2.1% | +12.5% | -10.3% | -3.2% |
| 1Y | +2.5% | +13.8% | -11.2% | -3.4% |
| 3Y | -5.0% | +56.4% | -61.5% | -23.7% |
| 5Y | +2.9% | +35.3% | -32.5% | -12.8% |
| All | +91.3% | +165.7% | -74.4% | +12.5% |
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