+3.7%
PEP vs TRI
-22.4%
+26.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.4% | -2.6% | +3.3% |
| 7D | +7.4% | +1.0% | +6.4% | +7.3% |
| 30D | +13.3% | +20.8% | -7.4% | +12.6% |
| 3M | +3.5% | +8.1% | -4.6% | +3.0% |
| 6M | -5.9% | +24.2% | -30.1% | -7.2% |
| YTD | +2.3% | -7.8% | +10.0% | -1.7% |
| 1Y | +3.7% | -16.7% | +20.4% | +0.8% |
| All | +3.7% | -22.4% | +26.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling