+4.4%
PEP vs TMF
-30.5%
+34.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.4% |
| 7D | +2.9% | -9.3% | +12.2% | +4.1% |
| 30D | +12.5% | +1.9% | +10.6% | +12.5% |
| 3M | +4.5% | -11.2% | +15.8% | +5.2% |
| 6M | -0.5% | -17.7% | +17.2% | +0.4% |
| YTD | +4.4% | -24.5% | +28.9% | +6.2% |
| 1Y | +4.4% | -29.4% | +33.8% | +6.4% |
| All | +4.4% | -30.5% | +34.8% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling