-4.8%
PEP vs TMF
-29.8%
+24.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.0% | +0.6% | +0.4% | +1.0% |
| 30D | +12.6% | +16.3% | -3.7% | +11.0% |
| 3M | +3.1% | -2.7% | +5.8% | +3.3% |
| 6M | -6.3% | -13.2% | +6.9% | -5.3% |
| YTD | +1.9% | -16.7% | +18.5% | +3.2% |
| 1Y | +3.3% | -22.7% | +26.0% | +5.3% |
| 3Y | -4.8% | -26.1% | +21.2% | -1.2% |
| All | -4.8% | -29.8% | +24.9% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling