-12.5%
PEP vs TRI
-17.7%
+5.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.1% |
| 7D | +0.1% | -7.1% | +7.2% | +0.6% |
| 30D | +0.7% | -2.3% | +3.0% | +0.8% |
| 3M | -0.5% | +19.6% | -20.1% | -1.7% |
| 6M | -11.3% | -8.7% | -2.6% | -11.6% |
| YTD | -0.6% | -22.3% | +21.7% | +1.7% |
| 1Y | +1.7% | -40.7% | +42.3% | +8.7% |
| 3Y | -12.5% | -17.8% | +5.3% | -15.7% |
| All | -12.5% | -17.7% | +5.2% | -15.7% |
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 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