+4.4%
PEP vs TEM
+3.5%
+0.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.7% | +7.9% | +2.0% |
| 7D | +2.9% | -5.9% | +8.8% | +2.7% |
| 30D | +12.5% | +4.8% | +7.7% | +12.9% |
| 3M | +4.5% | +31.9% | -27.4% | +5.9% |
| 6M | -0.5% | +56.0% | -56.5% | +2.2% |
| YTD | +4.4% | +21.3% | -16.8% | +5.0% |
| 1Y | +4.4% | +5.4% | -1.0% | +4.3% |
| All | +4.4% | +3.5% | +0.9% | +4.3% |
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