-2.6%
PEP vs TTMI
+171.3%
-173.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.8% | -10.6% | -1.3% |
| 7D | -2.4% | +5.9% | -8.3% | -2.1% |
| 30D | -0.8% | -4.3% | +3.5% | -0.9% |
| 3M | -2.2% | -32.0% | +29.9% | -2.6% |
| 6M | -14.4% | +19.5% | -33.9% | -14.1% |
| YTD | -2.2% | +82.0% | -84.3% | +0.5% |
| 1Y | -2.6% | +172.6% | -175.2% | +5.1% |
| All | -2.6% | +171.3% | -173.9% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling