+91.3%
PEP vs TRI
+225.1%
-133.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.3% | -7.5% | +7.2% | +1.5% |
| 30D | +11.8% | +3.9% | +7.8% | +10.5% |
| 3M | +3.7% | +7.2% | -3.5% | +1.3% |
| 6M | -4.3% | +27.0% | -31.3% | -11.4% |
| YTD | +2.1% | -14.0% | +16.2% | +4.9% |
| 1Y | +2.5% | -17.7% | +20.2% | +6.8% |
| 3Y | -5.0% | -10.7% | +5.6% | -7.6% |
| 5Y | +2.9% | +0.6% | +2.3% | -6.3% |
| All | +91.3% | +225.1% | -133.8% | +7.7% |
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