+80.3%
PEP vs TPR
+403.1%
-322.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.1% |
| 7D | +1.0% | +12.7% | -11.6% | -0.2% |
| 30D | +12.6% | +17.1% | -4.4% | +10.7% |
| 3M | +3.1% | -15.9% | +19.0% | +4.7% |
| 6M | -6.3% | +2.6% | -8.9% | -7.0% |
| YTD | +1.9% | +7.5% | -5.6% | +0.2% |
| 1Y | +3.3% | +32.9% | -29.7% | -0.8% |
| 3Y | -4.8% | +413.8% | -418.7% | -24.0% |
| 5Y | +2.0% | +263.9% | -261.8% | -16.7% |
| 10Y | +80.3% | +389.7% | -309.4% | +25.2% |
| All | +80.3% | +403.1% | -322.8% | +25.2% |
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