-11.9%
PEP vs MPC
+181.4%
-193.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.4% | +5.4% | -6.8% | -1.5% |
| 30D | +0.2% | +31.0% | -30.7% | -0.5% |
| 3M | -1.1% | +46.0% | -47.1% | -2.2% |
| 6M | -13.5% | +77.3% | -90.8% | -15.2% |
| YTD | -1.2% | +141.9% | -143.1% | -4.7% |
| 1Y | -1.6% | +120.9% | -122.5% | -4.8% |
| All | -11.9% | +181.4% | -193.3% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling