+75.0%
PEP vs MSI
+595.6%
-520.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.4% | -3.7% | +2.3% | -0.3% |
| 30D | +0.2% | +6.8% | -6.6% | -1.9% |
| 3M | -1.1% | +14.3% | -15.4% | -5.2% |
| 6M | -13.5% | -1.6% | -11.9% | -13.6% |
| YTD | -1.2% | +22.8% | -24.0% | -8.1% |
| 1Y | -1.6% | -1.1% | -0.4% | -2.1% |
| 3Y | -12.5% | +70.5% | -83.0% | -28.4% |
| 5Y | +3.0% | +102.8% | -99.8% | -21.7% |
| All | +75.0% | +595.6% | -520.6% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling