+28.1%
PEP vs MP
+450.8%
-422.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | -1.4% | -2.9% | +1.5% | -1.4% |
| 30D | +0.2% | +13.8% | -13.6% | +0.2% |
| 3M | -1.1% | -16.7% | +15.6% | -1.0% |
| 6M | -13.5% | -11.5% | -2.0% | -13.5% |
| YTD | -1.2% | +7.9% | -9.1% | -1.4% |
| 1Y | -1.6% | -15.0% | +13.5% | -1.6% |
| 3Y | -12.5% | +153.5% | -166.0% | -14.0% |
| 5Y | +3.0% | +58.7% | -55.6% | +1.6% |
| All | +28.1% | +450.8% | -422.7% | +18.8% |
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