+32.5%
PEP vs MP
+262.7%
-230.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.1% | +8.8% | +3.8% |
| 7D | +7.4% | -12.5% | +19.9% | +7.4% |
| 30D | +13.3% | -23.3% | +36.7% | +13.4% |
| 3M | +3.5% | -24.4% | +27.8% | +3.6% |
| 6M | -5.9% | -45.8% | +39.8% | -5.7% |
| YTD | +2.3% | -28.9% | +31.2% | +2.2% |
| 1Y | +3.7% | -34.6% | +38.3% | +3.6% |
| 3Y | -4.8% | +118.7% | -123.5% | -6.7% |
| 5Y | +1.9% | -3.1% | +5.0% | +0.7% |
| All | +32.5% | +262.7% | -230.2% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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