+3,280.3%
PEP vs MOS
+122.8%
+3,157.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.1% |
| 7D | +6.7% | +22.5% | -15.8% | +4.7% |
| 30D | +13.5% | +6.6% | +6.9% | +12.7% |
| 3M | +3.9% | -3.8% | +7.7% | +4.0% |
| 6M | -6.0% | -2.2% | -3.8% | -6.3% |
| YTD | +2.5% | -4.8% | +7.2% | +2.1% |
| 1Y | +3.9% | -11.7% | +15.7% | +4.1% |
| 3Y | -4.7% | -26.5% | +21.9% | -4.1% |
| 5Y | +1.1% | -32.2% | +33.3% | +0.3% |
| 10Y | +83.8% | +10.2% | +73.7% | +64.8% |
| All | +3,280.3% | +122.8% | +3,157.4% | +2,098.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling