+357.0%
PEP vs TNA
+1,004.3%
-647.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +0.2% | -4.9% | +5.1% | +0.7% |
| 3M | -1.1% | +0.4% | -1.5% | -1.5% |
| 6M | -13.5% | +32.5% | -46.0% | -16.9% |
| YTD | -1.2% | +53.7% | -54.9% | -6.9% |
| 1Y | -1.6% | +65.1% | -66.7% | -8.5% |
| 3Y | -12.5% | +98.4% | -111.0% | -24.4% |
| 5Y | +3.0% | -22.5% | +25.5% | -6.0% |
| 10Y | +73.9% | +82.5% | -8.6% | +22.7% |
| All | +357.0% | +1,004.3% | -647.3% | +102.5% |
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