+18.6%
DIA vs PEP
-4.0%
+22.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | -0.2% | -2.4% | +2.3% | -0.1% |
| 30D | -1.5% | -0.8% | -0.7% | -1.5% |
| 3M | +3.8% | -2.2% | +5.9% | +3.8% |
| 6M | +10.3% | -14.4% | +24.7% | +10.3% |
| YTD | +12.1% | -2.2% | +14.3% | +13.3% |
| 1Y | +18.6% | -2.6% | +21.2% | +20.5% |
| All | +18.6% | -4.0% | +22.6% | +20.5% |
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