+235.7%
DIA vs PEP
+92.7%
+143.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.9% |
| 7D | +2.1% | +2.9% | -0.8% | +0.8% |
| 30D | +1.5% | +12.5% | -11.0% | -4.1% |
| 3M | -2.4% | +4.5% | -7.0% | -4.7% |
| 6M | +6.0% | -0.5% | +6.5% | +5.5% |
| YTD | +10.1% | +4.4% | +5.7% | +6.2% |
| 1Y | +11.8% | +4.4% | +7.5% | +7.8% |
| 3Y | +59.7% | -3.4% | +63.1% | +56.6% |
| 5Y | +57.9% | +5.2% | +52.7% | +45.1% |
| All | +235.7% | +92.7% | +143.0% | +134.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling