+3.9%
PEP vs MDY
+47.1%
-43.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | +0.7% | -3.1% | +3.8% | +1.4% |
| 3M | -0.5% | +1.8% | -2.4% | -1.1% |
| 6M | -11.3% | +10.8% | -22.1% | -13.6% |
| YTD | -0.6% | +14.4% | -15.0% | -4.0% |
| 1Y | +1.7% | +15.2% | -13.5% | -2.1% |
| 3Y | -12.5% | +51.2% | -63.7% | -23.1% |
| 5Y | +3.9% | +47.2% | -43.4% | -9.5% |
| All | +3.9% | +47.1% | -43.2% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling