+367.3%
PEP vs TMF
-69.1%
+436.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +6.7% | +2.7% | +4.0% | +6.8% |
| 30D | +13.5% | +19.3% | -5.8% | +14.3% |
| 3M | +3.9% | -3.7% | +7.6% | +3.8% |
| 6M | -6.0% | -11.3% | +5.3% | -6.4% |
| YTD | +2.5% | -16.6% | +19.1% | +1.8% |
| 1Y | +3.9% | -21.1% | +25.1% | +3.0% |
| 3Y | -4.7% | -26.8% | +22.2% | -5.1% |
| 5Y | +1.1% | -88.0% | +89.1% | -10.1% |
| 10Y | +83.8% | -84.7% | +168.5% | +70.3% |
| All | +367.3% | -69.1% | +436.4% | +385.4% |
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 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