+3.3%
PEP vs TTMI
+813.5%
-810.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.5% | -0.6% |
| 7D | -1.4% | +5.9% | -7.3% | -1.4% |
| 30D | +0.2% | -4.3% | +4.5% | +0.2% |
| 3M | -1.1% | -32.0% | +30.9% | -0.7% |
| 6M | -13.5% | +19.5% | -32.9% | -14.3% |
| YTD | -1.2% | +82.0% | -83.2% | -3.0% |
| 1Y | -1.6% | +172.6% | -174.2% | -4.7% |
| 3Y | -12.5% | +744.7% | -757.2% | -21.4% |
| All | +3.3% | +813.5% | -810.2% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling