+3.7%
PEP vs TNA
+37.5%
-33.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.4% | -0.6% | +3.9% |
| 7D | +7.4% | +2.4% | +5.0% | +7.4% |
| 30D | +13.3% | -0.9% | +14.2% | +13.4% |
| 3M | +3.5% | -19.2% | +22.7% | +3.0% |
| 6M | -5.9% | -0.8% | -5.1% | -6.0% |
| YTD | +2.3% | +33.2% | -30.9% | +1.9% |
| 1Y | +3.7% | +38.5% | -34.8% | +3.4% |
| All | +3.7% | +37.5% | -33.8% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling