+1,558.0%
PEP vs MS
+6,088.6%
-4,530.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -1.4% | +1.4% | -2.8% | -1.6% |
| 30D | +0.2% | -0.3% | +0.5% | +0.2% |
| 3M | -1.1% | +0.3% | -1.4% | -1.3% |
| 6M | -13.5% | +31.3% | -44.8% | -16.7% |
| YTD | -1.2% | +24.7% | -25.8% | -4.4% |
| 1Y | -1.6% | +47.9% | -49.5% | -6.9% |
| 3Y | -12.5% | +178.3% | -190.9% | -24.5% |
| 5Y | +3.0% | +144.9% | -141.9% | -10.4% |
| 10Y | +73.9% | +804.5% | -730.6% | +26.1% |
| All | +1,558.0% | +6,088.6% | -4,530.6% | +589.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling