+43.2%
PEP vs TW
+221.1%
-177.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -1.4% | -2.3% | +0.9% | -1.0% |
| 30D | +0.2% | +3.9% | -3.7% | -0.5% |
| 3M | -1.1% | +5.7% | -6.8% | -2.4% |
| 6M | -13.5% | -14.5% | +1.0% | -11.2% |
| YTD | -1.2% | -0.9% | -0.3% | -1.8% |
| 1Y | -1.6% | -13.5% | +12.0% | +0.5% |
| 3Y | -12.5% | +25.0% | -37.5% | -19.0% |
| 5Y | +3.0% | +22.7% | -19.7% | -5.7% |
| All | +43.2% | +221.1% | -177.9% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling