+25.7%
PEP vs TE
-53.2%
+78.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | 0.0% |
| 7D | -1.4% | +0.9% | -2.2% | -1.4% |
| 30D | -0.2% | -16.3% | +16.1% | -0.2% |
| 3M | -4.3% | -40.8% | +36.4% | -4.3% |
| 6M | -13.2% | -42.6% | +29.4% | -13.3% |
| YTD | -1.9% | -31.4% | +29.5% | -2.2% |
| 1Y | -0.3% | +144.9% | -145.3% | -2.3% |
| 3Y | -13.6% | -26.0% | +12.4% | -14.6% |
| 5Y | +3.4% | -48.5% | +51.9% | +2.1% |
| All | +25.7% | -53.2% | +78.8% | +45.3% |
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