+3.2%
PEP vs TNA
-22.1%
+25.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.9% | -1.1% |
| 7D | -1.7% | -3.6% | +1.9% | -1.5% |
| 30D | +0.3% | -10.1% | +10.4% | +0.8% |
| 3M | -3.2% | +2.7% | -5.9% | -3.5% |
| 6M | -13.6% | +38.4% | -52.0% | -15.5% |
| YTD | -1.9% | +45.4% | -47.3% | -4.5% |
| 1Y | -0.6% | +55.9% | -56.6% | -4.0% |
| 3Y | -13.6% | +109.8% | -123.4% | -21.1% |
| 5Y | +3.2% | -22.5% | +25.7% | -3.6% |
| All | +3.2% | -22.1% | +25.4% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling