+251.0%
DIA vs PEP
+75.7%
+175.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.1% |
| 7D | -1.2% | -1.7% | +0.5% | -0.4% |
| 30D | -2.7% | +0.3% | -3.0% | -2.9% |
| 3M | +3.3% | -3.2% | +6.5% | +4.5% |
| 6M | +10.4% | -13.6% | +24.0% | +17.7% |
| YTD | +10.0% | -1.9% | +11.9% | +9.5% |
| 1Y | +16.2% | -0.6% | +16.8% | +14.4% |
| 3Y | +58.7% | -13.6% | +72.3% | +65.3% |
| 5Y | +63.6% | +3.2% | +60.3% | +51.0% |
| 10Y | +251.0% | +79.1% | +172.0% | +151.1% |
| All | +251.0% | +75.7% | +175.3% | +151.1% |
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