+3,159.9%
PEP vs TT
+16,138.6%
-12,978.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +0.2% | -7.4% | +7.6% | +1.7% |
| 3M | -1.1% | -3.2% | +2.1% | -0.9% |
| 6M | -13.5% | +1.1% | -14.6% | -14.2% |
| YTD | -1.2% | +15.6% | -16.8% | -4.6% |
| 1Y | -1.6% | +9.2% | -10.7% | -4.2% |
| 3Y | -12.5% | +124.4% | -136.9% | -27.3% |
| 5Y | +3.0% | +138.0% | -135.0% | -16.3% |
| 10Y | +73.9% | +886.4% | -812.5% | +6.1% |
| All | +3,159.9% | +16,138.6% | -12,978.7% | +820.7% |
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 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