+3.4%
PEP vs TDG
+125.6%
-122.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | -1.7% | -2.4% | +0.7% | -1.4% |
| 30D | +0.3% | -8.0% | +8.3% | +1.3% |
| 3M | -3.2% | -10.5% | +7.2% | -2.1% |
| 6M | -13.6% | -11.9% | -1.7% | -12.5% |
| YTD | -1.9% | -15.4% | +13.5% | -0.4% |
| 1Y | -0.6% | -14.2% | +13.6% | +0.5% |
| 3Y | -13.6% | +51.0% | -64.6% | -21.6% |
| All | +3.4% | +125.6% | -122.2% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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