+75.0%
PEP vs TT
+912.5%
-837.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +0.2% | -7.2% | +7.4% | +1.8% |
| 3M | -1.1% | -3.0% | +1.9% | -0.9% |
| 6M | -13.5% | +1.4% | -14.8% | -14.5% |
| YTD | -1.2% | +15.9% | -17.1% | -5.6% |
| 1Y | -1.6% | +9.4% | -11.0% | -5.0% |
| 3Y | -12.5% | +124.4% | -136.9% | -32.8% |
| 5Y | +3.0% | +138.0% | -135.0% | -23.9% |
| All | +75.0% | +912.5% | -837.6% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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