+2.9%
PEP vs MKTX
-53.9%
+56.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +0.2% | -0.6% | -0.3% |
| 30D | +11.8% | +0.9% | +10.8% | +11.7% |
| 3M | +3.7% | +2.5% | +1.1% | +3.5% |
| 6M | -4.3% | +18.6% | -22.9% | -5.8% |
| YTD | +2.1% | -7.1% | +9.2% | +2.7% |
| 1Y | +2.5% | -0.3% | +2.9% | +2.4% |
| 3Y | -5.0% | -22.3% | +17.3% | -4.0% |
| 5Y | +2.9% | -54.5% | +57.4% | +5.7% |
| All | +2.9% | -53.9% | +56.8% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling