+1,763.0%
PEP vs TSEM
+11.3%
+1,751.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.5% | -0.9% |
| 7D | -1.4% | +6.9% | -8.3% | -1.6% |
| 30D | +0.2% | +5.3% | -5.1% | 0.0% |
| 3M | -1.1% | -14.9% | +13.8% | -1.1% |
| 6M | -13.5% | +80.0% | -93.5% | -16.0% |
| YTD | -1.2% | +89.4% | -90.5% | -4.4% |
| 1Y | -1.6% | +253.1% | -254.6% | -7.0% |
| 3Y | -12.5% | +642.1% | -654.6% | -20.2% |
| 5Y | +3.0% | +659.1% | -656.1% | -6.6% |
| 10Y | +73.9% | +1,291.4% | -1,217.4% | +52.7% |
| All | +1,763.0% | +11.3% | +1,751.7% | +1,364.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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