+240.0%
PEP vs MSCI
+3,095.4%
-2,855.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | +2.9% | +2.8% | +0.1% | +2.4% |
| 30D | +14.2% | +15.4% | -1.2% | +11.3% |
| 3M | +3.2% | +13.4% | -10.2% | +0.8% |
| 6M | -7.4% | +10.9% | -18.3% | -9.4% |
| YTD | +1.5% | +13.0% | -11.5% | -1.5% |
| 1Y | +3.9% | +12.0% | -8.2% | +0.9% |
| 3Y | -5.5% | +34.1% | -39.6% | -12.3% |
| 5Y | +0.1% | +3.9% | -3.8% | -4.6% |
| 10Y | +82.1% | +802.0% | -719.9% | +18.1% |
| All | +240.0% | +3,095.4% | -2,855.4% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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