+91.3%
PEP vs MPC
+1,165.7%
-1,074.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.4% |
| 7D | -0.3% | +9.4% | -9.7% | -1.2% |
| 30D | +11.8% | -13.4% | +25.2% | +13.2% |
| 3M | +3.7% | +18.9% | -15.2% | +1.6% |
| 6M | -4.3% | +64.9% | -69.2% | -9.5% |
| YTD | +2.1% | +156.8% | -154.7% | -8.3% |
| 1Y | +2.5% | +113.2% | -110.7% | -6.1% |
| 3Y | -5.0% | +201.8% | -206.8% | -17.6% |
| 5Y | +2.9% | +601.4% | -598.5% | -21.0% |
| All | +91.3% | +1,165.7% | -1,074.4% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling