+487.5%
PEP vs TPR
+7,380.8%
-6,893.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | -2.3% | +0.9% | -1.1% |
| 30D | +0.2% | -23.0% | +23.2% | +3.2% |
| 3M | -1.1% | -12.5% | +11.4% | +0.1% |
| 6M | -13.5% | -21.4% | +7.9% | -11.5% |
| YTD | -1.2% | -3.5% | +2.3% | -1.6% |
| 1Y | -1.6% | +17.4% | -18.9% | -4.6% |
| 3Y | -12.5% | +291.3% | -303.8% | -28.8% |
| 5Y | +3.0% | +241.9% | -238.9% | -16.6% |
| 10Y | +73.9% | +322.7% | -248.7% | +25.8% |
| All | +487.5% | +7,380.8% | -6,893.3% | +211.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling