+445.7%
PEP vs TRI
+584.3%
-138.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.9% | -2.9% | +5.8% | +3.6% |
| 30D | +12.5% | +3.7% | +8.8% | +11.3% |
| 3M | +4.5% | +3.7% | +0.8% | +2.9% |
| 6M | -0.5% | +35.1% | -35.6% | -9.4% |
| YTD | +4.4% | -14.0% | +18.4% | +5.3% |
| 1Y | +4.4% | -19.0% | +23.3% | +7.0% |
| 3Y | -3.4% | -12.0% | +8.6% | -4.9% |
| 5Y | +5.2% | +0.6% | +4.5% | -1.3% |
| 10Y | +92.1% | +225.4% | -133.3% | +29.7% |
| All | +445.7% | +584.3% | -138.6% | +142.0% |
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