+30.5%
PEP vs TE
-76.6%
+107.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.3% | +0.4% |
| 7D | +1.0% | -10.5% | +11.6% | +1.0% |
| 30D | +12.6% | -32.4% | +45.1% | +12.6% |
| 3M | +3.1% | -60.9% | +64.0% | +3.1% |
| 6M | -6.3% | -62.8% | +56.5% | -6.6% |
| YTD | +1.9% | -65.7% | +67.6% | +1.5% |
| 1Y | +3.3% | -39.9% | +43.2% | +2.1% |
| 3Y | -4.8% | +10.6% | -15.5% | -7.2% |
| 5Y | +2.0% | -79.7% | +81.7% | +0.7% |
| All | +30.5% | -76.6% | +107.1% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling