+79.6%
PEP vs TPR
+391.0%
-311.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | +2.9% | +14.2% | -11.3% | +1.5% |
| 30D | +14.2% | +17.1% | -2.9% | +12.3% |
| 3M | +3.2% | -17.7% | +20.9% | +5.0% |
| 6M | -7.4% | -10.2% | +2.7% | -6.9% |
| YTD | +1.5% | +4.9% | -3.4% | +0.1% |
| 1Y | +3.9% | +36.1% | -32.3% | -0.5% |
| 3Y | -5.5% | +416.5% | -422.0% | -24.6% |
| 5Y | +0.1% | +254.8% | -254.7% | -18.0% |
| All | +79.6% | +391.0% | -311.4% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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