-5.7%
PEP vs TEM
+111.1%
-116.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.0% | -10.7% | +0.5% |
| 7D | +1.0% | +7.6% | -6.6% | +1.1% |
| 30D | +12.6% | +19.0% | -6.4% | +12.9% |
| 3M | +3.1% | +62.2% | -59.1% | +3.6% |
| 6M | -6.3% | +69.4% | -75.6% | -5.8% |
| YTD | +1.9% | +43.0% | -41.1% | +2.3% |
| 1Y | +3.3% | +18.0% | -14.7% | +3.7% |
| All | -5.7% | +111.1% | -116.8% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling