+1,926.5%
PEP vs DAR
+1,348.6%
+578.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.3% |
| 7D | +6.7% | -8.1% | +14.7% | +7.0% |
| 30D | +13.5% | -17.1% | +30.6% | +14.3% |
| 3M | +3.9% | -12.3% | +16.2% | +4.4% |
| 6M | -6.0% | -21.8% | +15.8% | -5.2% |
| YTD | +2.5% | +40.8% | -38.4% | +0.9% |
| 1Y | +3.9% | +57.4% | -53.4% | +1.9% |
| 3Y | -4.7% | +12.1% | -16.8% | -5.9% |
| 5Y | +1.1% | -40.2% | +41.3% | +1.6% |
| 10Y | +83.8% | +280.1% | -196.2% | +71.7% |
| All | +1,926.5% | +1,348.6% | +578.0% | +1,567.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling