-15.1%
PEP vs MDY
+48.5%
-63.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -1.0% | -1.9% | +0.9% | -0.7% |
| 30D | -0.7% | -4.6% | +4.0% | -0.1% |
| 3M | -4.1% | -1.2% | -2.9% | -4.1% |
| 6M | -13.1% | +9.2% | -22.3% | -14.4% |
| YTD | -2.1% | +13.1% | -15.2% | -4.2% |
| 1Y | -1.7% | +13.0% | -14.7% | -3.7% |
| 3Y | -15.1% | +49.2% | -64.3% | -23.6% |
| All | -15.1% | +48.5% | -63.6% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling