-3.4%
PEP vs MXL
+237.7%
-241.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +2.0% |
| 7D | +2.9% | +13.4% | -10.5% | +3.4% |
| 30D | +12.5% | -29.2% | +41.7% | +11.6% |
| 3M | +4.5% | -27.2% | +31.8% | +4.0% |
| 6M | -0.5% | -36.4% | +35.9% | -0.9% |
| YTD | +4.4% | +220.0% | -215.6% | +8.0% |
| 1Y | +4.4% | +304.8% | -300.4% | +8.5% |
| 3Y | -3.4% | +238.5% | -241.9% | +0.7% |
| All | -3.4% | +237.7% | -241.0% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 3y: compounded portfolio wealth divided by compounded MXL 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…
3y analysis · Full analysis span regression · 6 months rolling