+3,280.3%
PEP vs MMM
+3,190.8%
+89.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.2% |
| 7D | +6.7% | +5.9% | +0.8% | +4.7% |
| 30D | +13.5% | +14.7% | -1.2% | +8.7% |
| 3M | +3.9% | +3.6% | +0.4% | +2.6% |
| 6M | -6.0% | +32.7% | -38.7% | -14.2% |
| YTD | +2.5% | +18.9% | -16.5% | -3.7% |
| 1Y | +3.9% | +16.4% | -12.4% | -1.8% |
| 3Y | -4.7% | +159.8% | -164.5% | -32.7% |
| 5Y | +1.1% | +47.2% | -46.1% | -15.3% |
| 10Y | +83.8% | +86.5% | -2.6% | +37.6% |
| All | +3,280.3% | +3,190.8% | +89.4% | +598.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling