+105.2%
PEP vs TRU
+238.0%
-132.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.3% | +0.3% |
| 7D | -1.4% | -6.8% | +5.4% | -0.3% |
| 30D | +0.2% | 0.0% | +0.2% | +0.2% |
| 3M | -1.1% | +13.3% | -14.4% | -3.3% |
| 6M | -13.5% | +3.4% | -16.9% | -14.4% |
| YTD | -1.2% | -6.4% | +5.2% | -1.1% |
| 1Y | -1.6% | -9.7% | +8.1% | -1.2% |
| 3Y | -12.5% | +0.1% | -12.7% | -16.9% |
| 5Y | +3.0% | -34.0% | +37.1% | +7.0% |
| 10Y | +73.9% | +147.9% | -74.0% | +33.9% |
| All | +105.2% | +238.0% | -132.8% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling