+33.8%
PEP vs TE
-80.5%
+114.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.3% | +2.2% |
| 7D | +2.9% | -19.1% | +22.0% | +2.8% |
| 30D | +12.5% | -34.1% | +46.6% | +12.4% |
| 3M | +4.5% | -60.1% | +64.7% | +4.4% |
| 6M | -0.5% | -66.0% | +65.5% | -0.9% |
| YTD | +4.4% | -71.4% | +75.8% | +3.9% |
| 1Y | +4.4% | -45.3% | +49.6% | +3.0% |
| 3Y | -3.4% | +9.1% | -12.5% | -5.9% |
| 5Y | +5.2% | -82.6% | +87.7% | +3.7% |
| All | +33.8% | -80.5% | +114.2% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling