+2.9%
PEP vs TTD
-80.2%
+83.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.9% | -0.3% |
| 7D | -1.0% | -0.6% | -0.3% | -0.9% |
| 30D | -0.7% | +6.3% | -7.0% | -0.8% |
| 3M | -4.1% | -24.1% | +20.0% | -3.9% |
| 6M | -13.1% | -47.4% | +34.4% | -12.5% |
| YTD | -2.1% | -62.2% | +60.1% | -1.1% |
| 1Y | -1.7% | -68.3% | +66.6% | -0.4% |
| 3Y | -15.1% | -83.4% | +68.3% | -14.1% |
| All | +2.9% | -80.2% | +83.1% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling