+4.4%
PEP vs TRU
-26.5%
+30.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.7% |
| 3M | +4.5% | +0.2% | +4.3% | +4.3% |
| 6M | -0.5% | +22.4% | -22.9% | -2.2% |
| YTD | +4.4% | -4.8% | +9.3% | +4.2% |
| 1Y | +4.4% | -0.2% | +4.5% | +3.7% |
| 3Y | -3.4% | +57.9% | -61.3% | -10.3% |
| All | +4.4% | -26.5% | +30.9% | +6.6% |
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