+26.6%
PEP vs TE
-53.0%
+79.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.4% | -4.0% | +2.6% | -1.4% |
| 30D | +0.2% | -15.9% | +16.1% | +0.2% |
| 3M | -1.1% | -60.5% | +59.4% | -0.9% |
| 6M | -13.5% | -35.2% | +21.7% | -13.6% |
| YTD | -1.2% | -31.1% | +30.0% | -1.5% |
| 1Y | -1.6% | +148.6% | -150.2% | -3.5% |
| 3Y | -12.5% | -26.4% | +13.9% | -13.5% |
| 5Y | +3.0% | -48.0% | +51.1% | +1.8% |
| All | +26.6% | -53.0% | +79.5% | +46.4% |
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