+3,280.3%
PEP vs D
+2,488.7%
+791.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +6.7% | +6.9% | -0.3% | +4.0% |
| 30D | +13.5% | +12.3% | +1.2% | +8.6% |
| 3M | +3.9% | +3.0% | +0.9% | +2.7% |
| 6M | -6.0% | +12.8% | -18.8% | -10.6% |
| YTD | +2.5% | +22.6% | -20.1% | -5.7% |
| 1Y | +3.9% | +21.7% | -17.7% | -4.2% |
| 3Y | -4.7% | +83.9% | -88.6% | -26.1% |
| 5Y | +1.1% | +14.0% | -12.9% | -6.7% |
| 10Y | +83.8% | +45.6% | +38.3% | +52.6% |
| All | +3,280.3% | +2,488.7% | +791.6% | +619.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling