+1,129.1%
DIA vs PEP
+668.7%
+460.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -0.2% | -1.4% | +1.2% | +0.4% |
| 30D | -1.5% | +0.2% | -1.8% | -1.7% |
| 3M | +3.8% | -1.1% | +4.9% | +3.9% |
| 6M | +10.3% | -13.5% | +23.7% | +16.6% |
| YTD | +12.1% | -1.2% | +13.3% | +11.6% |
| 1Y | +18.6% | -1.6% | +20.2% | +17.8% |
| 3Y | +60.6% | -12.5% | +73.1% | +65.3% |
| 5Y | +64.4% | +3.0% | +61.4% | +56.5% |
| 10Y | +250.1% | +73.9% | +176.2% | +165.3% |
| All | +1,129.1% | +668.7% | +460.4% | +435.4% |
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