+95.5%
PEP vs D
+48.0%
+47.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.9% | -1.4% | +4.3% | +3.5% |
| 30D | +12.5% | +7.7% | +4.8% | +8.8% |
| 3M | +4.5% | -0.3% | +4.8% | +4.6% |
| 6M | -0.5% | +10.1% | -10.5% | -5.1% |
| YTD | +4.4% | +19.1% | -14.6% | -4.2% |
| 1Y | +4.4% | +15.9% | -11.6% | -3.2% |
| 3Y | -3.4% | +75.0% | -78.4% | -27.5% |
| 5Y | +5.2% | +13.4% | -8.2% | -3.3% |
| All | +95.5% | +48.0% | +47.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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