-8.0%
T vs PEP
+3.6%
-11.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +1.7% | +1.0% | +0.6% | +1.2% |
| 30D | -1.7% | +12.6% | -14.3% | -6.5% |
| 3M | -7.3% | +3.1% | -10.5% | -8.7% |
| 6M | -11.2% | -6.3% | -4.9% | -10.2% |
| YTD | -8.1% | +1.9% | -9.9% | -8.7% |
| All | -8.0% | +3.6% | -11.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling