+89.6%
PEP vs TMF
-82.2%
+171.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.2% |
| 7D | +4.6% | -1.1% | +5.7% | +4.6% |
| 30D | +14.0% | +11.8% | +2.2% | +14.1% |
| 3M | +5.4% | -4.0% | +9.4% | +5.3% |
| 6M | -5.1% | -16.5% | +11.4% | -5.3% |
| YTD | +3.1% | -19.9% | +23.0% | +2.9% |
| 1Y | +4.8% | -25.6% | +30.3% | +4.5% |
| 3Y | -4.1% | -29.9% | +25.7% | -4.0% |
| 5Y | +3.0% | -88.2% | +91.2% | -6.9% |
| 10Y | +89.6% | -81.7% | +171.3% | +65.3% |
| All | +89.6% | -82.2% | +171.8% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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