+3.0%
PEP vs TT
+137.3%
-134.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +4.6% | +0.8% | +3.8% | +4.5% |
| 30D | +14.0% | -11.8% | +25.8% | +15.4% |
| 3M | +5.4% | -11.6% | +17.0% | +6.6% |
| 6M | -5.1% | -9.3% | +4.2% | -4.6% |
| YTD | +3.1% | +8.9% | -5.8% | +0.8% |
| 1Y | +4.8% | -2.2% | +7.0% | +4.0% |
| 3Y | -4.1% | +91.9% | -96.0% | -18.7% |
| 5Y | +3.0% | +136.0% | -133.0% | -21.7% |
| All | +3.0% | +137.3% | -134.3% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling