+231.0%
PEP vs MSCI
+2,756.4%
-2,525.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +0.2% | +0.6% | -0.3% | +0.1% |
| 3M | -1.1% | -7.1% | +6.0% | 0.0% |
| 6M | -13.5% | +0.8% | -14.3% | -13.9% |
| YTD | -1.2% | +1.0% | -2.2% | -2.0% |
| 1Y | -1.6% | +4.3% | -5.9% | -3.3% |
| 3Y | -12.5% | +9.9% | -22.5% | -15.8% |
| 5Y | +3.0% | -6.8% | +9.8% | +0.1% |
| 10Y | +73.9% | +614.7% | -540.7% | +17.3% |
| All | +231.0% | +2,756.4% | -2,525.4% | +71.9% |
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