-0.6%
PEP vs TE
+145.5%
-146.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.3% |
| 7D | -1.7% | +15.0% | -16.7% | -1.4% |
| 30D | +0.3% | -7.5% | +7.8% | +0.2% |
| 3M | -3.2% | -42.0% | +38.7% | -3.7% |
| 6M | -13.6% | -31.4% | +17.9% | -13.8% |
| YTD | -1.9% | -26.5% | +24.6% | -2.5% |
| 1Y | -0.6% | +153.1% | -153.7% | -6.5% |
| All | -0.6% | +145.5% | -146.1% | -6.5% |
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 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