-6.0%
PEP vs MS
-2.5%
-3.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | -0.6% |
| 7D | +6.7% | -3.4% | +10.1% | +6.1% |
| 30D | +13.5% | -3.9% | +17.4% | +12.9% |
| 3M | +3.9% | -15.9% | +19.8% | +0.8% |
| 6M | -6.0% | -2.5% | -3.5% | -7.1% |
| All | -6.0% | -2.5% | -3.5% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling