+80.3%
PEP vs MPWR
+1,847.3%
-1,767.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +16.6% | -16.2% | -0.9% |
| 7D | +1.0% | +11.6% | -10.5% | 0.0% |
| 30D | +12.6% | +0.1% | +12.5% | +12.3% |
| 3M | +3.1% | -0.8% | +4.0% | +2.7% |
| 6M | -6.3% | -13.0% | +6.7% | -6.2% |
| YTD | +1.9% | +53.9% | -52.0% | -4.1% |
| 1Y | +3.3% | +45.8% | -42.5% | -2.3% |
| 3Y | -4.8% | +194.3% | -199.1% | -21.8% |
| 5Y | +2.0% | +160.1% | -158.1% | -18.4% |
| 10Y | +80.3% | +1,786.5% | -1,706.2% | -10.7% |
| All | +80.3% | +1,847.3% | -1,767.0% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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