+3.4%
PEP vs MRSH
+19.1%
-15.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.4% | -5.9% | +4.6% | +0.8% |
| 30D | -0.2% | -7.3% | +7.1% | +2.6% |
| 3M | -4.3% | +6.7% | -11.0% | -6.6% |
| 6M | -13.2% | +3.0% | -16.2% | -14.5% |
| YTD | -1.9% | -2.9% | +1.0% | -1.5% |
| 1Y | -0.3% | -9.0% | +8.6% | +2.3% |
| 3Y | -13.6% | -4.3% | -9.3% | -13.7% |
| 5Y | +3.4% | +19.4% | -16.1% | -7.4% |
| All | +3.4% | +19.1% | -15.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling