+3,159.9%
PEP vs TRV
+6,617.1%
-3,457.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.3% |
| 7D | -1.4% | -0.1% | -1.2% | -1.4% |
| 30D | +0.2% | -3.4% | +3.7% | +1.1% |
| 3M | -1.1% | +26.4% | -27.5% | -7.3% |
| 6M | -13.5% | +19.3% | -32.8% | -17.6% |
| YTD | -1.2% | +28.3% | -29.5% | -7.8% |
| 1Y | -1.6% | +34.3% | -35.8% | -9.4% |
| 3Y | -12.5% | +140.1% | -152.7% | -31.7% |
| 5Y | +3.0% | +155.7% | -152.7% | -21.7% |
| 10Y | +73.9% | +285.5% | -211.6% | +15.8% |
| All | +3,159.9% | +6,617.1% | -3,457.2% | +687.4% |
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 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