+994.5%
PEP vs TD
+7,879.0%
-6,884.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | +0.2% | +0.4% | -0.2% | +0.1% |
| 3M | -1.1% | +7.6% | -8.8% | -3.1% |
| 6M | -13.5% | +25.0% | -38.5% | -18.3% |
| YTD | -1.2% | +31.0% | -32.2% | -7.8% |
| 1Y | -1.6% | +65.2% | -66.7% | -13.3% |
| 3Y | -12.5% | +122.5% | -135.0% | -28.9% |
| 5Y | +3.0% | +124.8% | -121.8% | -17.2% |
| 10Y | +73.9% | +298.2% | -224.3% | +19.8% |
| All | +994.5% | +7,879.0% | -6,884.5% | +262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling