+509.2%
PEP vs TPR
+8,117.6%
-7,608.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.9% | -0.7% |
| 7D | +6.7% | +13.9% | -7.2% | +5.0% |
| 30D | +13.5% | +14.9% | -1.4% | +11.5% |
| 3M | +3.9% | -15.4% | +19.3% | +5.6% |
| 6M | -6.0% | -4.5% | -1.5% | -6.1% |
| YTD | +2.5% | +6.0% | -3.5% | +0.8% |
| 1Y | +3.9% | +24.3% | -20.4% | +0.1% |
| 3Y | -4.7% | +412.8% | -417.5% | -25.0% |
| 5Y | +1.1% | +258.4% | -257.3% | -18.6% |
| 10Y | +83.8% | +396.8% | -313.0% | +30.2% |
| All | +509.2% | +8,117.6% | -7,608.4% | +219.0% |
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 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