+219.6%
PEP vs MPC
+2,977.1%
-2,757.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.4% | +5.4% | -6.8% | -1.9% |
| 30D | +0.2% | +31.0% | -30.7% | -2.5% |
| 3M | -1.1% | +46.0% | -47.1% | -5.0% |
| 6M | -13.5% | +77.3% | -90.8% | -18.7% |
| YTD | -1.2% | +141.9% | -143.1% | -10.3% |
| 1Y | -1.6% | +120.9% | -122.5% | -9.9% |
| 3Y | -12.5% | +182.7% | -195.2% | -23.0% |
| 5Y | +3.0% | +646.4% | -643.4% | -20.0% |
| 10Y | +73.9% | +1,138.7% | -1,064.8% | +19.2% |
| All | +219.6% | +2,977.1% | -2,757.4% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling