-13.8%
PEP vs MXL
+187.9%
-201.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | +0.8% |
| 7D | +0.1% | +15.5% | -15.4% | +0.5% |
| 30D | +0.7% | -11.3% | +12.0% | +0.4% |
| 3M | -0.5% | -16.1% | +15.6% | -0.7% |
| 6M | -11.3% | +323.0% | -334.3% | -8.6% |
| YTD | -0.6% | +281.5% | -282.1% | +2.3% |
| 1Y | +1.7% | +319.3% | -317.6% | +4.9% |
| All | -13.8% | +187.9% | -201.7% | -10.7% |
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