+3,159.9%
PEP vs MTB
+8,294.1%
-5,134.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.4% | +1.7% | -3.1% | -1.7% |
| 30D | +0.2% | -4.2% | +4.4% | +1.0% |
| 3M | -1.1% | +8.9% | -10.0% | -2.7% |
| 6M | -13.5% | +10.9% | -24.4% | -15.2% |
| YTD | -1.2% | +21.5% | -22.7% | -4.9% |
| 1Y | -1.6% | +21.9% | -23.5% | -5.4% |
| 3Y | -12.5% | +109.2% | -121.8% | -25.1% |
| 5Y | +3.0% | +102.0% | -98.9% | -13.1% |
| 10Y | +73.9% | +171.9% | -98.0% | +31.4% |
| All | +3,159.9% | +8,294.1% | -5,134.1% | +842.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling