+4.0%
PEP vs TRV
+178.6%
-174.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | +1.1% | -2.4% | +3.5% | +1.7% |
| 30D | +13.6% | +7.5% | +6.2% | +11.6% |
| 3M | +5.1% | +6.7% | -1.6% | +3.4% |
| 6M | -1.6% | +35.5% | -37.1% | -9.0% |
| YTD | +3.3% | +39.3% | -35.9% | -5.1% |
| 1Y | +3.2% | +41.8% | -38.6% | -5.6% |
| 3Y | -3.9% | +147.3% | -151.2% | -24.2% |
| 5Y | +4.0% | +178.3% | -174.3% | -20.8% |
| All | +4.0% | +178.6% | -174.5% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling