+4.4%
PEP vs D
+13.1%
-8.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +2.9% | -1.4% | +4.3% | +3.4% |
| 30D | +12.5% | +7.7% | +4.8% | +9.6% |
| 3M | +4.5% | -0.3% | +4.8% | +4.6% |
| 6M | -0.5% | +10.1% | -10.5% | -4.0% |
| YTD | +4.4% | +19.1% | -14.6% | -2.1% |
| 1Y | +4.4% | +15.9% | -11.6% | -1.4% |
| 3Y | -3.4% | +75.0% | -78.4% | -21.4% |
| All | +4.4% | +13.1% | -8.6% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling