-11.9%
PEP vs TTD
-81.8%
+69.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.6% |
| 7D | -1.4% | +6.3% | -7.7% | -1.4% |
| 30D | +0.2% | -23.9% | +24.1% | +0.2% |
| 3M | -1.1% | -31.4% | +30.3% | -1.3% |
| 6M | -13.5% | -42.7% | +29.2% | -13.7% |
| YTD | -1.2% | -62.0% | +60.8% | -1.7% |
| 1Y | -1.6% | -72.2% | +70.7% | -2.0% |
| All | -11.9% | -81.8% | +69.8% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling