+3.0%
PEP vs TW
+39.0%
-36.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | +4.6% | +3.1% | +1.5% | +4.2% |
| 30D | +14.0% | +16.7% | -2.7% | +11.9% |
| 3M | +5.4% | +25.2% | -19.8% | +2.5% |
| 6M | -5.1% | +19.5% | -24.6% | -7.3% |
| YTD | +3.1% | +21.0% | -17.9% | +0.3% |
| 1Y | +4.8% | +19.0% | -14.2% | +2.1% |
| 3Y | -4.1% | +40.7% | -44.8% | -9.7% |
| 5Y | +3.0% | +40.1% | -37.2% | -5.4% |
| All | +3.0% | +39.0% | -36.1% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling