-0.3%
PEP vs MDY
+15.0%
-15.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.4% |
| 7D | -1.7% | -0.8% | -0.9% | -1.7% |
| 30D | +0.3% | -3.9% | +4.2% | 0.0% |
| 3M | -3.2% | 0.0% | -3.2% | -3.3% |
| 6M | -13.6% | +8.5% | -22.1% | -13.4% |
| YTD | -1.9% | +13.2% | -15.1% | -0.8% |
| All | -0.3% | +15.0% | -15.3% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling