+75.3%
PEP vs TDY
+479.2%
-404.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.5% |
| 7D | -1.0% | -1.1% | +0.2% | -0.7% |
| 30D | -0.7% | -12.0% | +11.4% | +2.1% |
| 3M | -4.1% | -3.2% | -0.9% | -3.7% |
| 6M | -13.1% | -7.9% | -5.2% | -12.0% |
| YTD | -2.1% | +18.2% | -20.3% | -6.6% |
| 1Y | -1.7% | +6.7% | -8.3% | -4.1% |
| 3Y | -15.1% | +47.5% | -62.6% | -24.5% |
| 5Y | +3.1% | +39.5% | -36.4% | -8.1% |
| All | +75.3% | +479.2% | -404.0% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling