+73.8%
PEP vs MS
+802.6%
-728.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -1.4% | +1.4% | -2.8% | -1.7% |
| 30D | +0.2% | -0.3% | +0.5% | +0.2% |
| 3M | -1.1% | +0.3% | -1.4% | -1.5% |
| 6M | -13.5% | +31.3% | -44.8% | -18.5% |
| YTD | -1.2% | +24.7% | -25.8% | -6.3% |
| 1Y | -1.6% | +47.9% | -49.5% | -10.2% |
| 3Y | -12.5% | +178.3% | -190.9% | -32.7% |
| 5Y | +3.0% | +144.9% | -141.9% | -19.6% |
| All | +73.8% | +802.6% | -728.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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