+81.6%
PEP vs TTD
+345.6%
-264.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | +6.7% | -1.9% | +8.6% | +6.7% |
| 30D | +13.5% | +7.5% | +6.1% | +13.2% |
| 3M | +3.9% | -32.4% | +36.4% | +5.2% |
| 6M | -6.0% | -47.9% | +42.0% | -4.1% |
| YTD | +2.5% | -66.3% | +68.7% | +5.8% |
| 1Y | +3.9% | -73.1% | +77.1% | +8.2% |
| 3Y | -4.7% | -83.8% | +79.1% | -0.8% |
| 5Y | +1.1% | -81.3% | +82.4% | +1.8% |
| 10Y | +83.8% | +436.7% | -352.8% | +64.6% |
| All | +81.6% | +345.6% | -264.0% | +63.4% |
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 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