+81.9%
PEP vs MSI
+680.0%
-598.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.0% |
| 7D | +6.7% | +5.1% | +1.6% | +5.0% |
| 30D | +13.5% | +13.3% | +0.2% | +9.3% |
| 3M | +3.9% | +18.3% | -14.4% | -1.5% |
| 6M | -6.0% | +18.7% | -24.7% | -11.3% |
| YTD | +2.5% | +36.0% | -33.5% | -7.7% |
| 1Y | +3.9% | +32.6% | -28.6% | -5.7% |
| 3Y | -4.7% | +78.3% | -83.0% | -22.9% |
| 5Y | +1.1% | +121.6% | -120.5% | -25.3% |
| All | +81.9% | +680.0% | -598.1% | -0.4% |
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