+76.2%
PEP vs TTD
+387.7%
-311.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.7% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +0.7% | +1.6% | -0.9% | +0.6% |
| 3M | -0.5% | -27.8% | +27.3% | +0.4% |
| 6M | -11.3% | -52.1% | +40.8% | -9.4% |
| YTD | -0.6% | -63.1% | +62.5% | +2.4% |
| 1Y | +1.7% | -73.1% | +74.7% | +5.8% |
| 3Y | -12.5% | -83.3% | +70.8% | -9.0% |
| 5Y | +3.9% | -80.6% | +84.5% | +4.5% |
| All | +76.2% | +387.7% | -311.5% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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