-11.9%
PEP vs DAR
+6.3%
-18.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.4% | +1.4% | -2.7% | -1.5% |
| 30D | +0.2% | +12.8% | -12.6% | -0.4% |
| 3M | -1.1% | +7.4% | -8.5% | -1.6% |
| 6M | -13.5% | +22.3% | -35.7% | -14.6% |
| YTD | -1.2% | +81.1% | -82.3% | -4.7% |
| 1Y | -1.6% | +106.5% | -108.0% | -5.9% |
| All | -11.9% | +6.3% | -18.3% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling