+426.7%
PEP vs MKTX
+1,471.9%
-1,045.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +13.6% | +0.9% | +12.7% | +13.5% |
| 3M | +5.1% | +2.7% | +2.4% | +4.8% |
| 6M | -1.6% | +15.6% | -17.2% | -3.9% |
| YTD | +3.3% | -7.0% | +10.3% | +3.5% |
| 1Y | +3.2% | -1.2% | +4.5% | +2.5% |
| 3Y | -3.9% | -22.2% | +18.3% | -2.8% |
| 5Y | +4.0% | -53.7% | +57.8% | +10.6% |
| 10Y | +90.1% | +13.0% | +77.1% | +79.0% |
| All | +426.7% | +1,471.9% | -1,045.2% | +237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling