+131.4%
TLT vs PEP
+556.9%
-425.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.5% | +6.7% | -6.1% | +1.2% |
| 30D | +6.0% | +13.5% | -7.5% | +7.3% |
| 3M | -0.5% | +3.9% | -4.4% | -0.1% |
| 6M | -2.2% | -6.0% | +3.8% | -2.8% |
| YTD | -2.7% | +2.5% | -5.2% | -2.3% |
| 1Y | -4.0% | +3.9% | -7.9% | -3.4% |
| 3Y | +5.9% | -4.7% | +10.5% | +5.7% |
| 5Y | -34.4% | +1.1% | -35.5% | -33.8% |
| 10Y | -17.3% | +83.8% | -101.1% | -6.5% |
| All | +131.4% | +556.9% | -425.6% | +216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling