+1.1%
PEP vs MPC
+551.6%
-550.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.4% |
| 7D | +6.7% | -12.8% | +19.4% | +7.2% |
| 30D | +13.5% | -12.7% | +26.3% | +14.1% |
| 3M | +3.9% | +27.1% | -23.1% | +2.7% |
| 6M | -6.0% | +45.8% | -51.8% | -7.8% |
| YTD | +2.5% | +134.7% | -132.2% | -2.4% |
| 1Y | +3.9% | +106.0% | -102.1% | -0.3% |
| 3Y | -4.7% | +165.5% | -170.1% | -11.2% |
| 5Y | +1.1% | +540.9% | -539.8% | -12.4% |
| All | +1.1% | +551.6% | -550.5% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling