+79.1%
PEP vs MTB
+172.8%
-93.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | +0.3% | -4.6% | +4.9% | +1.0% |
| 3M | -3.2% | +6.3% | -9.5% | -4.2% |
| 6M | -13.6% | +15.6% | -29.2% | -15.6% |
| YTD | -1.9% | +20.6% | -22.4% | -4.9% |
| 1Y | -0.6% | +22.5% | -23.1% | -4.1% |
| 3Y | -13.6% | +114.4% | -128.0% | -25.2% |
| 5Y | +3.2% | +101.9% | -98.7% | -11.5% |
| 10Y | +79.1% | +170.4% | -91.3% | +47.2% |
| All | +79.1% | +172.8% | -93.8% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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