-9.1%
PEP vs TEM
+53.2%
-62.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -1.3% |
| 7D | -1.7% | -1.1% | -0.6% | -1.7% |
| 30D | +0.3% | +11.3% | -11.0% | +0.3% |
| 3M | -3.2% | +25.5% | -28.8% | -3.1% |
| 6M | -13.6% | +17.1% | -30.7% | -13.4% |
| YTD | -1.9% | +3.8% | -5.6% | -1.8% |
| 1Y | -0.6% | -24.4% | +23.7% | -0.5% |
| All | -9.1% | +53.2% | -62.3% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling