+3.4%
PEP vs TMO
+7.0%
-3.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -1.4% | -2.5% | +1.1% | -0.9% |
| 30D | -0.2% | -0.3% | +0.1% | -0.2% |
| 3M | -4.3% | +25.3% | -29.6% | -8.4% |
| 6M | -13.2% | +20.9% | -34.1% | -16.7% |
| YTD | -1.9% | +4.3% | -6.2% | -3.2% |
| 1Y | -0.3% | +27.0% | -27.4% | -6.2% |
| 3Y | -13.6% | +17.5% | -31.1% | -18.3% |
| 5Y | +3.4% | +6.9% | -3.6% | -1.4% |
| All | +3.4% | +7.0% | -3.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 5y: compounded portfolio wealth divided by compounded TMO 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…
5y analysis · Full analysis span regression · 6 months rolling