+666.7%
PEP vs TDY
+7,137.3%
-6,470.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -1.4% | -1.8% | +0.4% | -1.2% |
| 30D | +0.2% | -10.7% | +10.9% | +1.5% |
| 3M | -1.1% | -1.3% | +0.2% | -1.1% |
| 6M | -13.5% | -10.6% | -2.9% | -12.6% |
| YTD | -1.2% | +19.6% | -20.7% | -3.5% |
| 1Y | -1.6% | +11.6% | -13.2% | -3.2% |
| 3Y | -12.5% | +45.2% | -57.7% | -16.9% |
| 5Y | +3.0% | +36.1% | -33.0% | -1.8% |
| 10Y | +73.9% | +458.8% | -384.9% | +43.9% |
| All | +666.7% | +7,137.3% | -6,470.6% | +508.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling