+80.1%
PEP vs MSI
+676.2%
-596.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +2.9% | +4.7% | -1.8% | +1.5% |
| 30D | +14.2% | +14.8% | -0.5% | +9.5% |
| 3M | +3.2% | +8.8% | -5.6% | +0.5% |
| 6M | -7.4% | +19.3% | -26.7% | -12.8% |
| YTD | +1.5% | +35.3% | -33.9% | -8.5% |
| 1Y | +3.9% | +33.8% | -29.9% | -6.1% |
| 3Y | -5.5% | +74.4% | -80.0% | -23.0% |
| 5Y | +0.1% | +120.5% | -120.4% | -25.9% |
| All | +80.1% | +676.2% | -596.1% | -1.2% |
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