+91.3%
PEP vs TRV
+350.5%
-259.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +11.8% | +8.0% | +3.7% | +8.8% |
| 3M | +3.7% | +9.3% | -5.6% | +0.5% |
| 6M | -4.3% | +36.2% | -40.5% | -14.3% |
| YTD | +2.1% | +40.6% | -38.4% | -9.7% |
| 1Y | +2.5% | +43.1% | -40.5% | -9.9% |
| 3Y | -5.0% | +149.6% | -154.6% | -33.0% |
| 5Y | +2.9% | +181.6% | -178.8% | -32.1% |
| All | +91.3% | +350.5% | -259.3% | +3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling