-2.6%
PEP vs TRI
-38.3%
+35.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | -0.8% | +7.9% | -8.7% | -1.1% |
| 3M | -2.2% | +24.1% | -26.2% | -2.6% |
| 6M | -14.4% | +3.8% | -18.2% | -15.6% |
| YTD | -2.2% | -16.9% | +14.6% | -3.2% |
| 1Y | -2.6% | -38.4% | +35.8% | -0.5% |
| All | -2.6% | -38.3% | +35.7% | -0.5% |
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