+350.7%
PEP vs TMF
-68.9%
+419.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.6% |
| 7D | -1.4% | -1.4% | 0.0% | -1.5% |
| 30D | +0.2% | -2.8% | +3.1% | +0.1% |
| 3M | -1.1% | -10.9% | +9.8% | -1.6% |
| 6M | -13.5% | -21.3% | +7.8% | -14.3% |
| YTD | -1.2% | -15.9% | +14.7% | -1.8% |
| 1Y | -1.6% | -15.7% | +14.2% | -2.1% |
| 3Y | -12.5% | -43.4% | +30.8% | -14.1% |
| 5Y | +3.0% | -87.8% | +90.8% | -8.1% |
| 10Y | +73.9% | -86.7% | +160.7% | +59.3% |
| All | +350.7% | -68.9% | +419.5% | +368.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling