+372.4%
PEP vs TNA
+790.3%
-418.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.7% |
| 7D | -0.3% | +7.7% | -8.0% | -1.2% |
| 30D | +11.8% | -0.7% | +12.5% | +11.5% |
| 3M | +3.7% | -25.4% | +29.0% | +6.5% |
| 6M | -4.3% | -11.8% | +7.5% | -3.9% |
| YTD | +2.1% | +23.9% | -21.8% | -1.9% |
| 1Y | +2.5% | +25.6% | -23.1% | -1.9% |
| 3Y | -5.0% | +137.1% | -142.1% | -19.9% |
| 5Y | +2.9% | -45.4% | +48.3% | -2.4% |
| 10Y | +87.9% | +39.5% | +48.4% | +36.4% |
| All | +372.4% | +790.3% | -418.0% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling