+1.1%
PEP vs MOS
-31.6%
+32.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.1% |
| 7D | +6.7% | +22.5% | -15.8% | +5.7% |
| 30D | +13.5% | +6.6% | +6.9% | +13.1% |
| 3M | +3.9% | -3.8% | +7.7% | +3.9% |
| 6M | -6.0% | -2.2% | -3.8% | -6.1% |
| YTD | +2.5% | -4.8% | +7.2% | +2.3% |
| 1Y | +3.9% | -11.7% | +15.7% | +4.0% |
| 3Y | -4.7% | -26.5% | +21.9% | -4.7% |
| 5Y | +1.1% | -32.2% | +33.3% | -0.1% |
| All | +1.1% | -31.6% | +32.7% | -0.1% |
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