+75.7%
PEP vs TCOM
-10.5%
+86.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | 0.0% |
| 7D | -1.4% | -6.5% | +5.2% | -1.1% |
| 30D | -0.2% | -16.2% | +16.0% | +0.4% |
| 3M | -4.3% | -19.3% | +15.0% | -3.7% |
| 6M | -13.2% | -27.2% | +14.0% | -12.4% |
| YTD | -1.9% | -46.2% | +44.3% | -0.2% |
| 1Y | -0.3% | -46.6% | +46.3% | +1.4% |
| 3Y | -13.6% | +8.4% | -22.0% | -15.1% |
| 5Y | +3.4% | +25.8% | -22.4% | -0.3% |
| All | +75.7% | -10.5% | +86.2% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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