+416.4%
PEP vs TRI
+561.6%
-145.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.8% | +0.7% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +0.2% | +7.9% | -7.6% | -1.8% |
| 3M | -1.1% | +24.1% | -25.2% | -7.1% |
| 6M | -13.5% | +3.8% | -17.3% | -15.8% |
| YTD | -1.2% | -16.9% | +15.7% | +1.0% |
| 1Y | -1.6% | -38.4% | +36.8% | +9.2% |
| 3Y | -12.5% | -12.2% | -0.3% | -13.6% |
| 5Y | +3.0% | -1.8% | +4.8% | -2.4% |
| 10Y | +73.9% | +207.6% | -133.7% | +19.6% |
| All | +416.4% | +561.6% | -145.2% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling