+3,179.4%
PEP vs TMO
+8,094.7%
-4,915.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +1.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.7% | +1.5% | -0.9% | +0.3% |
| 3M | -0.5% | +28.5% | -29.1% | -5.8% |
| 6M | -11.3% | +20.4% | -31.7% | -15.2% |
| YTD | -0.6% | +4.3% | -4.9% | -2.3% |
| 1Y | +1.7% | +24.1% | -22.5% | -3.9% |
| 3Y | -12.5% | +17.5% | -29.9% | -17.1% |
| 5Y | +3.9% | +6.8% | -2.9% | -0.9% |
| 10Y | +76.6% | +311.9% | -235.3% | +26.6% |
| All | +3,179.4% | +8,094.7% | -4,915.4% | +962.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling