+603.0%
PEP vs MKSI
+2,206.8%
-1,603.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | +0.1% | +7.7% | -7.6% | -0.3% |
| 30D | +0.7% | -12.9% | +13.5% | +1.4% |
| 3M | -0.5% | -14.8% | +14.3% | -0.3% |
| 6M | -11.3% | +26.6% | -37.9% | -13.6% |
| YTD | -0.6% | +66.6% | -67.2% | -5.0% |
| 1Y | +1.7% | +144.6% | -142.9% | -5.6% |
| 3Y | -12.5% | +193.1% | -205.6% | -21.5% |
| 5Y | +3.9% | +88.6% | -84.7% | -5.1% |
| 10Y | +76.6% | +490.9% | -414.3% | +47.1% |
| All | +603.0% | +2,206.8% | -1,603.8% | +418.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling