-0.3%
PEP vs TRI
-42.8%
+42.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -1.4% | -14.4% | +13.0% | -0.8% |
| 30D | -0.2% | -8.1% | +7.9% | 0.0% |
| 3M | -4.3% | +17.5% | -21.8% | -4.2% |
| 6M | -13.2% | -5.0% | -8.2% | -14.1% |
| YTD | -1.9% | -24.7% | +22.8% | -2.6% |
| 1Y | -0.3% | -41.5% | +41.2% | +1.4% |
| All | -0.3% | -42.8% | +42.4% | +1.4% |
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