-2.6%
PEP vs TEM
-15.5%
+12.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.4% | +0.9% | -3.3% | -2.4% |
| 30D | -0.8% | +38.4% | -39.2% | +0.3% |
| 3M | -2.2% | +23.7% | -25.8% | -1.3% |
| 6M | -14.4% | +26.0% | -40.4% | -13.3% |
| YTD | -2.2% | +9.4% | -11.7% | -1.8% |
| 1Y | -2.6% | -17.3% | +14.7% | -5.6% |
| All | -2.6% | -15.5% | +12.9% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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