-4.6%
PEP vs MMM
+159.9%
-164.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.6% |
| 7D | +6.7% | +5.9% | +0.8% | +5.9% |
| 30D | +13.5% | +14.7% | -1.2% | +11.8% |
| 3M | +3.9% | +3.6% | +0.4% | +3.4% |
| 6M | -6.0% | +32.7% | -38.7% | -8.7% |
| YTD | +2.5% | +18.9% | -16.5% | +0.4% |
| 1Y | +3.9% | +16.4% | -12.4% | +2.0% |
| All | -4.6% | +159.9% | -164.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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