+95.5%
PEP vs TRU
+183.1%
-87.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +12.5% | +21.3% | -8.8% | +8.8% |
| 3M | +4.5% | +0.2% | +4.3% | +4.2% |
| 6M | -0.5% | +22.4% | -22.9% | -4.3% |
| YTD | +4.4% | -4.8% | +9.3% | +4.0% |
| 1Y | +4.4% | -0.2% | +4.5% | +2.9% |
| 3Y | -3.4% | +57.9% | -61.3% | -17.1% |
| 5Y | +5.2% | -26.1% | +31.3% | +6.7% |
| All | +95.5% | +183.1% | -87.6% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling