-11.9%
PEP vs TMF
-42.2%
+30.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -1.4% | -1.4% | 0.0% | -1.3% |
| 30D | +0.2% | -2.8% | +3.1% | +0.5% |
| 3M | -1.1% | -10.9% | +9.8% | -0.2% |
| 6M | -13.5% | -21.3% | +7.8% | -11.7% |
| YTD | -1.2% | -15.9% | +14.7% | +0.2% |
| 1Y | -1.6% | -15.7% | +14.2% | -0.3% |
| All | -11.9% | -42.2% | +30.3% | -9.1% |
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