-5.8%
TLT vs PEP
+4.5%
-10.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.0% | +1.1% | -2.1% | -1.1% |
| 30D | +4.1% | +13.6% | -9.5% | +3.3% |
| 3M | -0.4% | +5.1% | -5.5% | -0.9% |
| 6M | -3.2% | -1.6% | -1.5% | -3.6% |
| YTD | -3.5% | +3.3% | -6.9% | -3.0% |
| 1Y | -5.8% | +3.2% | -9.1% | -5.5% |
| All | -5.8% | +4.5% | -10.4% | -5.5% |
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