+3,159.9%
PEP vs D
+2,347.4%
+812.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.1% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | +0.2% | -3.6% | +3.8% | +1.6% |
| 3M | -1.1% | -1.0% | -0.1% | -0.8% |
| 6M | -13.5% | +6.3% | -19.8% | -15.8% |
| YTD | -1.2% | +14.7% | -15.9% | -6.7% |
| 1Y | -1.6% | +16.9% | -18.5% | -7.9% |
| 3Y | -12.5% | +56.8% | -69.3% | -28.1% |
| 5Y | +3.0% | +5.2% | -2.2% | -2.0% |
| 10Y | +73.9% | +35.9% | +38.1% | +48.1% |
| All | +3,159.9% | +2,347.4% | +812.5% | +608.9% |
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