+3.9%
PEP vs TFC
+15.2%
-11.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | +0.1% | +2.2% | -2.1% | -0.1% |
| 30D | +0.7% | -2.5% | +3.1% | +0.9% |
| 3M | -0.5% | +4.5% | -5.1% | -1.0% |
| 6M | -11.3% | +11.0% | -22.3% | -12.3% |
| YTD | -0.6% | +5.9% | -6.5% | -1.3% |
| 1Y | +1.7% | +14.6% | -12.9% | +0.1% |
| 3Y | -12.5% | +96.7% | -109.2% | -19.1% |
| 5Y | +3.9% | +15.6% | -11.7% | +4.0% |
| All | +3.9% | +15.2% | -11.3% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TFC 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling