+3,280.3%
PEP vs TFC
+2,502.0%
+778.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | +6.7% | +1.1% | +5.6% | +6.5% |
| 30D | +13.5% | +7.8% | +5.8% | +12.1% |
| 3M | +3.9% | -4.8% | +8.7% | +4.7% |
| 6M | -6.0% | +1.8% | -7.8% | -6.5% |
| YTD | +2.5% | +4.4% | -1.9% | +1.3% |
| 1Y | +3.9% | +18.0% | -14.0% | +0.6% |
| 3Y | -4.7% | +85.2% | -89.8% | -16.0% |
| 5Y | +1.1% | -1.4% | +2.5% | -2.5% |
| 10Y | +83.8% | +95.7% | -11.9% | +49.2% |
| All | +3,280.3% | +2,502.0% | +778.3% | +1,653.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling