+4.4%
PEP vs TFC
+1.3%
+3.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.1% |
| 7D | +2.9% | +2.3% | +0.6% | +2.7% |
| 30D | +12.5% | +10.8% | +1.7% | +11.3% |
| 3M | +4.5% | -3.8% | +8.3% | +4.9% |
| 6M | -0.5% | +9.6% | -10.1% | -1.5% |
| YTD | +4.4% | +5.8% | -1.4% | +3.7% |
| 1Y | +4.4% | +16.2% | -11.8% | +2.7% |
| 3Y | -3.4% | +96.0% | -99.4% | -10.5% |
| All | +4.4% | +1.3% | +3.2% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling