+75.7%
PEP vs TD
+303.5%
-227.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | -1.4% | -2.6% | +1.2% | -0.6% |
| 30D | -0.2% | -1.0% | +0.8% | 0.0% |
| 3M | -4.3% | +5.6% | -9.9% | -6.2% |
| 6M | -13.2% | +27.1% | -40.3% | -19.8% |
| YTD | -1.9% | +29.4% | -31.3% | -10.0% |
| 1Y | -0.3% | +60.7% | -61.0% | -14.9% |
| 3Y | -13.6% | +127.6% | -141.2% | -35.2% |
| 5Y | +3.4% | +125.4% | -122.0% | -23.5% |
| All | +75.7% | +303.5% | -227.8% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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