+80.3%
PEP vs MPC
+1,165.8%
-1,085.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | -0.1% |
| 7D | +1.0% | -9.4% | +10.5% | +1.9% |
| 30D | +12.6% | -14.3% | +26.9% | +14.2% |
| 3M | +3.1% | +31.1% | -28.0% | 0.0% |
| 6M | -6.3% | +60.3% | -66.5% | -11.2% |
| YTD | +1.9% | +142.5% | -140.7% | -8.0% |
| 1Y | +3.3% | +104.6% | -101.3% | -5.0% |
| 3Y | -4.8% | +191.7% | -196.6% | -17.2% |
| 5Y | +2.0% | +549.2% | -547.2% | -20.9% |
| 10Y | +80.3% | +1,106.2% | -1,025.9% | +18.8% |
| All | +80.3% | +1,165.8% | -1,085.5% | +18.8% |
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