+75.3%
PEP vs MKTX
+5.0%
+70.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.0% | -0.2% | -0.7% | -0.9% |
| 30D | -0.7% | +0.7% | -1.4% | -0.8% |
| 3M | -4.1% | +40.8% | -44.9% | -9.8% |
| 6M | -13.1% | -8.0% | -5.1% | -12.3% |
| YTD | -2.1% | -8.7% | +6.6% | -1.3% |
| 1Y | -1.7% | -11.8% | +10.2% | -0.4% |
| 3Y | -15.1% | -24.0% | +8.9% | -13.8% |
| 5Y | +3.1% | -60.3% | +63.4% | +17.1% |
| All | +75.3% | +5.0% | +70.2% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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