+362.8%
PEP vs TMF
-69.2%
+432.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +2.9% | +1.2% | +1.7% | +3.0% |
| 30D | +14.2% | +19.7% | -5.5% | +15.0% |
| 3M | +3.2% | -2.1% | +5.3% | +3.1% |
| 6M | -7.4% | -13.4% | +6.0% | -7.9% |
| YTD | +1.5% | -16.7% | +18.2% | +0.8% |
| 1Y | +3.9% | -23.3% | +27.2% | +2.9% |
| 3Y | -5.5% | -24.8% | +19.3% | -5.8% |
| 5Y | +0.1% | -88.0% | +88.2% | -11.0% |
| 10Y | +82.1% | -84.7% | +166.8% | +68.7% |
| All | +362.8% | -69.2% | +432.0% | +380.7% |
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