-1.6%
PEP vs MKSI
+162.5%
-164.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -4.9% | -0.2% |
| 7D | -1.4% | +1.8% | -3.2% | -1.2% |
| 30D | +0.2% | -16.8% | +17.0% | -1.6% |
| 3M | -1.1% | -21.1% | +20.0% | -3.4% |
| 6M | -13.5% | +10.8% | -24.3% | -13.4% |
| YTD | -1.2% | +63.3% | -64.5% | +2.7% |
| 1Y | -1.6% | +157.0% | -158.5% | +4.5% |
| All | -1.6% | +162.5% | -164.1% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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