+3.9%
PEP vs TRU
-35.2%
+39.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.8% |
| 7D | +0.1% | -7.2% | +7.3% | +0.7% |
| 30D | +0.7% | -2.8% | +3.5% | +0.9% |
| 3M | -0.5% | +13.0% | -13.5% | -1.5% |
| 6M | -11.3% | +0.7% | -12.0% | -11.6% |
| YTD | -0.6% | -9.0% | +8.4% | -0.3% |
| 1Y | +1.7% | -16.3% | +18.0% | +2.6% |
| 3Y | -12.5% | -1.1% | -11.4% | -13.8% |
| 5Y | +3.9% | -36.0% | +39.9% | +7.8% |
| All | +3.9% | -35.2% | +39.1% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling