-14.9%
PEP vs MKTX
-25.1%
+10.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | +0.3% | +1.0% | -0.6% | +0.3% |
| 3M | -3.2% | +40.8% | -44.0% | -5.0% |
| 6M | -13.6% | -10.9% | -2.7% | -13.0% |
| YTD | -1.9% | -8.6% | +6.7% | -1.3% |
| 1Y | -0.6% | -11.6% | +11.0% | +0.1% |
| All | -14.9% | -25.1% | +10.3% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling