-12.5%
PEP vs TRU
-1.9%
-10.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.7% |
| 7D | +0.1% | -7.2% | +7.3% | +0.4% |
| 30D | +0.7% | -2.8% | +3.5% | +0.8% |
| 3M | -0.5% | +13.0% | -13.5% | -0.9% |
| 6M | -11.3% | +0.7% | -12.0% | -11.5% |
| YTD | -0.6% | -9.0% | +8.4% | -0.5% |
| 1Y | +1.7% | -16.3% | +18.0% | +2.1% |
| 3Y | -12.5% | -1.1% | -11.4% | -9.9% |
| All | -12.5% | -1.9% | -10.6% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling