+3,344.9%
PEP vs TRV
+7,258.3%
-3,913.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.9% | +2.0% | +0.9% | +2.3% |
| 30D | +12.5% | +6.7% | +5.8% | +10.6% |
| 3M | +4.5% | +9.4% | -4.8% | +2.1% |
| 6M | -0.5% | +37.7% | -38.2% | -8.8% |
| YTD | +4.4% | +40.6% | -36.2% | -4.9% |
| 1Y | +4.4% | +42.4% | -38.1% | -5.3% |
| 3Y | -3.4% | +148.1% | -151.5% | -25.2% |
| 5Y | +5.2% | +181.7% | -176.5% | -22.1% |
| 10Y | +92.1% | +352.6% | -260.5% | +22.9% |
| All | +3,344.9% | +7,258.3% | -3,913.4% | +712.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling