+75.3%
PEP vs MKSI
+524.1%
-448.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -1.0% | +2.7% | -3.6% | -1.1% |
| 30D | -0.7% | -12.8% | +12.1% | +0.2% |
| 3M | -4.1% | -22.5% | +18.4% | -3.3% |
| 6M | -13.1% | +19.4% | -32.5% | -15.8% |
| YTD | -2.1% | +67.7% | -69.8% | -8.5% |
| 1Y | -1.7% | +131.4% | -133.1% | -11.4% |
| 3Y | -15.1% | +197.3% | -212.4% | -28.5% |
| 5Y | +3.1% | +87.0% | -83.8% | -9.6% |
| All | +75.3% | +524.1% | -448.8% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling