+3.2%
PEP vs MXL
+34.9%
-31.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.8% | -1.2% |
| 7D | -1.7% | +19.0% | -20.7% | -1.5% |
| 30D | +0.3% | +4.5% | -4.2% | +0.4% |
| 3M | -3.2% | -1.5% | -1.7% | -3.4% |
| 6M | -13.6% | +348.6% | -362.2% | -14.3% |
| YTD | -1.9% | +310.3% | -312.1% | -2.7% |
| 1Y | -0.6% | +344.7% | -345.3% | -1.5% |
| 3Y | -13.6% | +211.2% | -224.8% | -14.9% |
| 5Y | +3.2% | +34.8% | -31.6% | +4.4% |
| All | +3.2% | +34.9% | -31.7% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling