+75.3%
PEP vs TNA
+86.1%
-10.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -1.0% | -7.3% | +6.3% | -0.2% |
| 30D | -0.7% | -14.2% | +13.5% | +0.7% |
| 3M | -4.1% | -4.6% | +0.4% | -4.0% |
| 6M | -13.1% | +36.9% | -50.0% | -16.5% |
| YTD | -2.1% | +42.5% | -44.7% | -6.7% |
| 1Y | -1.7% | +45.8% | -47.4% | -7.1% |
| 3Y | -15.1% | +104.7% | -119.8% | -26.7% |
| 5Y | +3.1% | -21.7% | +24.8% | -5.4% |
| All | +75.3% | +86.1% | -10.8% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling