+89.6%
PEP vs TPR
+386.9%
-297.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | +4.6% | +12.1% | -7.4% | +3.3% |
| 30D | +14.0% | +16.7% | -2.7% | +12.1% |
| 3M | +5.4% | -17.4% | +22.8% | +7.2% |
| 6M | -5.1% | +2.3% | -7.4% | -5.8% |
| YTD | +3.1% | +7.1% | -4.0% | +1.5% |
| 1Y | +4.8% | +29.5% | -24.7% | +0.9% |
| 3Y | -4.1% | +415.0% | -419.2% | -23.5% |
| 5Y | +3.0% | +261.5% | -258.5% | -15.9% |
| 10Y | +89.6% | +383.3% | -293.7% | +31.6% |
| All | +89.6% | +386.9% | -297.3% | +31.6% |
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