+3,159.9%
PEP vs MMM
+2,854.2%
+305.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | -3.3% | +1.9% | -0.4% |
| 30D | +0.2% | -7.0% | +7.3% | +2.4% |
| 3M | -1.1% | +10.8% | -11.9% | -4.4% |
| 6M | -13.5% | +5.8% | -19.3% | -15.4% |
| YTD | -1.2% | +6.8% | -8.0% | -3.9% |
| 1Y | -1.6% | +10.4% | -11.9% | -5.5% |
| 3Y | -12.5% | +104.7% | -117.2% | -33.4% |
| 5Y | +3.0% | +23.6% | -20.5% | -8.6% |
| 10Y | +73.9% | +54.1% | +19.8% | +38.5% |
| All | +3,159.9% | +2,854.2% | +305.8% | +597.5% |
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