+3.7%
PEP vs TE
-16.5%
+20.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.5% | +7.3% | +3.6% |
| 7D | +7.4% | +3.8% | +3.6% | +7.6% |
| 30D | +13.3% | -26.2% | +39.6% | +12.4% |
| 3M | +3.5% | -49.7% | +53.2% | +1.4% |
| 6M | -5.9% | -46.5% | +40.6% | -7.7% |
| YTD | +2.3% | -59.1% | +61.4% | +0.6% |
| 1Y | +3.7% | -25.8% | +29.5% | +1.8% |
| All | +3.7% | -16.5% | +20.2% | +1.8% |
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