-4.4%
PEP vs TRI
-10.5%
+6.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +1.1% | -7.2% | +8.2% | +1.7% |
| 30D | +13.6% | +4.4% | +9.2% | +13.4% |
| 3M | +5.1% | +4.5% | +0.6% | +4.8% |
| 6M | -1.6% | +23.7% | -25.3% | -3.2% |
| YTD | +3.3% | -14.4% | +17.7% | +4.9% |
| 1Y | +3.2% | -17.4% | +20.6% | +5.3% |
| All | -4.4% | -10.5% | +6.1% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling