+75.1%
PEP vs TTD
+401.9%
-326.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.5% |
| 7D | -1.4% | +6.3% | -7.7% | -1.6% |
| 30D | +0.2% | -23.9% | +24.1% | +1.0% |
| 3M | -1.1% | -31.4% | +30.3% | 0.0% |
| 6M | -13.5% | -42.7% | +29.2% | -12.2% |
| YTD | -1.2% | -62.0% | +60.8% | +1.7% |
| 1Y | -1.6% | -72.2% | +70.7% | +2.4% |
| 3Y | -12.5% | -81.9% | +69.4% | -9.3% |
| 5Y | +3.0% | -81.5% | +84.6% | +4.0% |
| All | +75.1% | +401.9% | -326.8% | +57.0% |
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