+1,086.5%
DIA vs PEP
+697.1%
+389.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -1.6% | +6.7% | -8.3% | -4.3% |
| 30D | 0.0% | +13.5% | -13.6% | -5.4% |
| 3M | -4.9% | +3.9% | -8.9% | -6.7% |
| 6M | +5.0% | -6.0% | +11.0% | +7.1% |
| YTD | +8.2% | +2.5% | +5.7% | +5.8% |
| 1Y | +10.3% | +3.9% | +6.3% | +7.1% |
| 3Y | +58.4% | -4.7% | +63.0% | +56.8% |
| 5Y | +54.3% | +1.1% | +53.2% | +48.0% |
| 10Y | +248.6% | +83.8% | +164.7% | +157.5% |
| All | +1,086.5% | +697.1% | +389.4% | +407.8% |
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