+42.2%
PEP vs TW
+211.2%
-169.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +0.3% | -0.6% | +0.9% | +0.4% |
| 3M | -3.2% | +3.4% | -6.6% | -4.1% |
| 6M | -13.6% | -18.4% | +4.9% | -10.5% |
| YTD | -1.9% | -3.9% | +2.0% | -1.9% |
| 1Y | -0.6% | -13.3% | +12.7% | +1.3% |
| 3Y | -13.6% | +20.8% | -34.4% | -19.4% |
| 5Y | +3.2% | +20.3% | -17.1% | -5.2% |
| All | +42.2% | +211.2% | -169.0% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling