+75.7%
PEP vs TRI
+191.2%
-115.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -1.4% | -14.4% | +13.0% | +2.3% |
| 30D | -0.2% | -8.1% | +7.9% | +1.6% |
| 3M | -4.3% | +17.5% | -21.8% | -8.9% |
| 6M | -13.2% | -5.0% | -8.2% | -13.4% |
| YTD | -1.9% | -24.7% | +22.8% | +4.3% |
| 1Y | -0.3% | -41.5% | +41.2% | +15.5% |
| 3Y | -13.6% | -20.3% | +6.7% | -13.6% |
| 5Y | +3.4% | -10.9% | +14.3% | -3.0% |
| All | +75.7% | +191.2% | -115.5% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling