+3,179.4%
PEP vs MRSH
+3,332.0%
-152.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.4% |
| 7D | +0.1% | -3.8% | +3.9% | +1.2% |
| 30D | +0.7% | -5.8% | +6.5% | +2.5% |
| 3M | -0.5% | +11.7% | -12.2% | -3.8% |
| 6M | -11.3% | -0.3% | -11.0% | -11.6% |
| YTD | -0.6% | -1.1% | +0.5% | -0.9% |
| 1Y | +1.7% | -9.5% | +11.1% | +3.9% |
| 3Y | -12.5% | -2.6% | -9.9% | -12.8% |
| 5Y | +3.9% | +22.7% | -18.9% | -4.0% |
| 10Y | +76.6% | +214.6% | -138.0% | +24.3% |
| All | +3,179.4% | +3,332.0% | -152.7% | +686.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling