+3.9%
PEP vs MTB
+102.5%
-98.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +0.1% | +2.8% | -2.7% | -0.2% |
| 30D | +0.7% | -4.2% | +4.8% | +1.1% |
| 3M | -0.5% | +7.8% | -8.3% | -1.3% |
| 6M | -11.3% | +14.8% | -26.1% | -12.6% |
| YTD | -0.6% | +20.8% | -21.4% | -2.6% |
| 1Y | +1.7% | +23.1% | -21.5% | -0.6% |
| 3Y | -12.5% | +114.8% | -127.3% | -20.3% |
| 5Y | +3.9% | +103.3% | -99.4% | -2.6% |
| All | +3.9% | +102.5% | -98.6% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling