-2.6%
PEP vs TRV
+34.7%
-37.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -0.8% | -3.4% | +2.6% | -0.1% |
| 3M | -2.2% | +26.4% | -28.6% | -6.5% |
| 6M | -14.4% | +19.3% | -33.7% | -17.7% |
| YTD | -2.2% | +28.3% | -30.6% | -6.0% |
| 1Y | -2.6% | +34.3% | -36.9% | -6.9% |
| All | -2.6% | +34.7% | -37.3% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling