+3,309.4%
PEP vs TT
+15,302.6%
-11,993.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.1% |
| 7D | +1.1% | +3.5% | -2.4% | +0.4% |
| 30D | +13.6% | -11.0% | +24.7% | +15.9% |
| 3M | +5.1% | -12.0% | +17.1% | +7.3% |
| 6M | -1.6% | -10.4% | +8.8% | -0.3% |
| YTD | +3.3% | +9.9% | -6.6% | +0.4% |
| 1Y | +3.2% | +1.5% | +1.8% | +1.8% |
| 3Y | -3.9% | +93.7% | -97.6% | -17.8% |
| 5Y | +4.0% | +139.2% | -135.2% | -15.7% |
| 10Y | +90.1% | +741.5% | -651.3% | +19.2% |
| All | +3,309.4% | +15,302.6% | -11,993.2% | +869.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling