+341.6%
PEP vs TDG
+13,892.6%
-13,551.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.0% |
| 7D | +2.9% | +1.7% | +1.2% | +2.6% |
| 30D | +12.5% | +9.7% | +2.8% | +10.6% |
| 3M | +4.5% | -2.3% | +6.9% | +4.9% |
| 6M | -0.5% | +1.3% | -1.8% | -1.0% |
| YTD | +4.4% | -8.5% | +12.9% | +5.3% |
| 1Y | +4.4% | -8.1% | +12.5% | +5.1% |
| 3Y | -3.4% | +43.4% | -46.8% | -11.8% |
| 5Y | +5.2% | +127.8% | -122.6% | -13.6% |
| 10Y | +92.1% | +554.4% | -462.3% | +21.1% |
| All | +341.6% | +13,892.6% | -13,551.0% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling