+4.7%
PEP vs MOS
-8.7%
+13.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | -1.4% | +9.5% | -10.9% | -1.7% |
| 30D | +0.2% | +10.4% | -10.2% | -0.2% |
| 3M | -1.1% | +12.9% | -14.0% | -1.6% |
| 6M | -13.5% | +1.2% | -14.7% | -13.7% |
| YTD | -1.2% | +9.3% | -10.5% | -1.7% |
| 1Y | -1.6% | -18.0% | +16.4% | -1.3% |
| 3Y | -12.5% | -29.0% | +16.5% | -12.4% |
| All | +4.7% | -8.7% | +13.5% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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