+3,159.9%
PEP vs TFC
+2,596.5%
+563.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -1.4% | +2.4% | -3.8% | -1.8% |
| 30D | +0.2% | -1.3% | +1.5% | +0.4% |
| 3M | -1.1% | +6.1% | -7.2% | -2.2% |
| 6M | -13.5% | +7.3% | -20.8% | -14.7% |
| YTD | -1.2% | +8.2% | -9.4% | -2.8% |
| 1Y | -1.6% | +14.4% | -16.0% | -4.2% |
| 3Y | -12.5% | +93.7% | -106.2% | -23.6% |
| 5Y | +3.0% | +16.4% | -13.4% | -3.6% |
| 10Y | +73.9% | +101.6% | -27.6% | +40.4% |
| All | +3,159.9% | +2,596.5% | +563.5% | +1,581.4% |
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 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