-7.1%
PEP vs TPG
+85.9%
-93.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.7% |
| 7D | +0.1% | -2.9% | +3.0% | +0.2% |
| 30D | +0.7% | +5.0% | -4.4% | +0.5% |
| 3M | -0.5% | +24.9% | -25.4% | -1.4% |
| 6M | -11.3% | +21.1% | -32.4% | -12.0% |
| YTD | -0.6% | -17.3% | +16.7% | +0.1% |
| 1Y | +1.7% | -9.8% | +11.5% | +1.9% |
| 3Y | -12.5% | +95.4% | -107.9% | -19.3% |
| All | -7.1% | +85.9% | -93.0% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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