-2.6%
PEP vs TE
+132.3%
-134.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | -2.4% | -4.0% | +1.5% | -2.5% |
| 30D | -0.8% | -15.9% | +15.1% | -1.1% |
| 3M | -2.2% | -60.5% | +58.4% | -2.9% |
| 6M | -14.4% | -35.2% | +20.8% | -14.8% |
| YTD | -2.2% | -31.1% | +28.9% | -3.0% |
| 1Y | -2.6% | +148.6% | -151.2% | -9.6% |
| All | -2.6% | +132.3% | -134.9% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling