-15.6%
PEP vs TLN
+602.5%
-618.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.8% |
| 7D | +0.1% | +10.9% | -10.8% | +0.9% |
| 30D | +0.7% | -6.3% | +7.0% | +0.2% |
| 3M | -0.5% | -10.7% | +10.2% | -1.1% |
| 6M | -11.3% | +1.6% | -12.9% | -10.7% |
| YTD | -0.6% | -13.1% | +12.5% | -0.8% |
| 1Y | +1.7% | -15.1% | +16.7% | +1.4% |
| 3Y | -12.5% | +495.0% | -507.5% | -2.9% |
| All | -15.6% | +602.5% | -618.1% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling