+75.7%
PEP vs MKC
+29.3%
+46.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -1.4% | -2.8% | +1.5% | -0.1% |
| 30D | -0.2% | -3.4% | +3.2% | +1.3% |
| 3M | -4.3% | +3.8% | -8.1% | -6.2% |
| 6M | -13.2% | -17.9% | +4.7% | -5.7% |
| YTD | -1.9% | -23.6% | +21.7% | +9.8% |
| 1Y | -0.3% | -23.1% | +22.8% | +10.9% |
| 3Y | -13.6% | -31.5% | +17.9% | +0.2% |
| 5Y | +3.4% | -33.1% | +36.5% | +19.1% |
| All | +75.7% | +29.3% | +46.4% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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