+320.4%
PEP vs TDG
+13,063.4%
-12,743.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +0.7% | -6.5% | +7.2% | +1.9% |
| 3M | -0.5% | -5.1% | +4.5% | +0.2% |
| 6M | -11.3% | -11.5% | +0.2% | -9.7% |
| YTD | -0.6% | -13.9% | +13.3% | +1.4% |
| 1Y | +1.7% | -11.5% | +13.1% | +3.0% |
| 3Y | -12.5% | +53.7% | -66.1% | -21.2% |
| 5Y | +3.9% | +135.5% | -131.6% | -15.3% |
| 10Y | +76.6% | +535.2% | -458.6% | +11.8% |
| All | +320.4% | +13,063.4% | -12,743.0% | +39.3% |
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