-15.1%
PEP vs MRSH
-4.9%
-10.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.0% | -4.8% | +3.8% | +0.6% |
| 30D | -0.7% | -6.3% | +5.7% | +1.4% |
| 3M | -4.1% | +5.8% | -9.9% | -5.8% |
| 6M | -13.1% | +2.8% | -15.9% | -14.0% |
| YTD | -2.1% | -3.1% | +1.0% | -1.6% |
| 1Y | -1.7% | -11.3% | +9.6% | +1.8% |
| 3Y | -15.1% | -5.0% | -10.1% | -15.7% |
| All | -15.1% | -4.9% | -10.2% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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