+3.0%
PEP vs D
+14.3%
-11.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +4.6% | +2.4% | +2.2% | +3.8% |
| 30D | +14.0% | +10.9% | +3.1% | +10.0% |
| 3M | +5.4% | +2.8% | +2.5% | +4.3% |
| 6M | -5.1% | +12.7% | -17.8% | -9.2% |
| YTD | +3.1% | +20.3% | -17.2% | -3.7% |
| 1Y | +4.8% | +17.1% | -12.3% | -1.3% |
| 3Y | -4.1% | +75.1% | -79.3% | -22.0% |
| 5Y | +3.0% | +13.1% | -10.2% | +1.2% |
| All | +3.0% | +14.3% | -11.3% | +1.2% |
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