-13.1%
PEP vs TTMI
+816.8%
-829.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.5% | -0.4% |
| 7D | -1.4% | +5.9% | -7.3% | -1.2% |
| 30D | +0.2% | -4.3% | +4.5% | +0.2% |
| 3M | -1.1% | -32.0% | +30.9% | -1.4% |
| 6M | -13.5% | +19.5% | -32.9% | -13.3% |
| YTD | -1.2% | +82.0% | -83.2% | 0.0% |
| 1Y | -1.6% | +172.6% | -174.2% | +0.3% |
| All | -13.1% | +816.8% | -829.8% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling