-5.5%
PEP vs TCOM
+25.6%
-31.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.2% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | +11.8% | +11.5% | +0.2% | +11.7% |
| 3M | +3.7% | -5.2% | +8.9% | +3.6% |
| 6M | -4.3% | -16.9% | +12.6% | -4.5% |
| YTD | +2.1% | -39.9% | +42.1% | +1.4% |
| 1Y | +2.5% | -42.1% | +44.6% | +1.8% |
| All | -5.5% | +25.6% | -31.1% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling