+2.0%
PEP vs MS
+120.4%
-118.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.2% |
| 7D | +1.0% | +0.7% | +0.3% | +1.0% |
| 30D | +12.6% | -0.9% | +13.6% | +12.6% |
| 3M | +3.1% | -13.0% | +16.1% | +3.9% |
| 6M | -6.3% | -2.0% | -4.3% | -6.5% |
| YTD | +1.9% | +7.8% | -5.9% | +0.6% |
| 1Y | +3.3% | +17.9% | -14.6% | +1.1% |
| 3Y | -4.8% | +174.8% | -179.6% | -18.2% |
| 5Y | +2.0% | +119.9% | -117.8% | -11.2% |
| All | +2.0% | +120.4% | -118.4% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling