+4.6%
PEP vs TD
+125.7%
-121.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | +0.7% | -0.7% | +1.3% | +0.7% |
| 3M | -0.5% | +6.3% | -6.8% | -1.8% |
| 6M | -11.3% | +27.9% | -39.2% | -15.4% |
| YTD | -0.6% | +29.8% | -30.4% | -5.5% |
| 1Y | +1.7% | +63.7% | -62.0% | -7.8% |
| 3Y | -12.5% | +128.3% | -140.8% | -26.6% |
| All | +4.6% | +125.7% | -121.1% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling