-5.1%
PEP vs TEM
+76.1%
-81.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.1% |
| 7D | +6.7% | -9.5% | +16.2% | +6.6% |
| 30D | +13.5% | -2.2% | +15.7% | +13.5% |
| 3M | +3.9% | +50.8% | -46.9% | +4.2% |
| 6M | -6.0% | +30.3% | -36.2% | -5.8% |
| YTD | +2.5% | +19.3% | -16.8% | +2.7% |
| 1Y | +3.9% | -14.4% | +18.3% | +4.2% |
| All | -5.1% | +76.1% | -81.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling