-12.5%
PEP vs TCOM
+13.4%
-25.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | +0.1% | -7.6% | +7.7% | +0.1% |
| 30D | +0.7% | -12.2% | +12.9% | +0.6% |
| 3M | -0.5% | -14.2% | +13.7% | -0.6% |
| 6M | -11.3% | -25.0% | +13.7% | -11.5% |
| YTD | -0.6% | -43.7% | +43.1% | -1.2% |
| 1Y | +1.7% | -44.5% | +46.2% | +1.1% |
| 3Y | -12.5% | +13.4% | -25.9% | -13.0% |
| All | -12.5% | +13.4% | -25.9% | -13.0% |
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