-5.6%
PEP vs MULL
+1,070.1%
-1,075.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.1% |
| 7D | +4.6% | -32.2% | +36.9% | +3.6% |
| 30D | +14.0% | -55.4% | +69.4% | +11.7% |
| 3M | +5.4% | -41.3% | +46.6% | +4.3% |
| 6M | -5.1% | -44.9% | +39.8% | -5.3% |
| YTD | +3.1% | +192.4% | -189.3% | +5.2% |
| 1Y | +4.8% | +239.4% | -234.7% | +7.1% |
| All | -5.6% | +1,070.1% | -1,075.6% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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