+83.1%
PEP vs TTD
+455.8%
-372.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | +0.1% |
| 7D | +1.1% | +20.8% | -19.7% | +0.4% |
| 30D | +13.6% | +33.8% | -20.2% | +12.4% |
| 3M | +5.1% | +17.8% | -12.7% | +4.4% |
| 6M | -1.6% | -25.7% | +24.1% | -0.9% |
| YTD | +3.3% | -57.9% | +61.2% | +5.9% |
| 1Y | +3.2% | -63.8% | +67.1% | +6.3% |
| 3Y | -3.9% | -75.0% | +71.1% | -1.7% |
| 5Y | +4.0% | -82.5% | +86.6% | +5.7% |
| 10Y | +90.1% | +527.9% | -437.8% | +68.9% |
| All | +83.1% | +455.8% | -372.7% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling