+76.6%
PEP vs DD
+69.4%
+7.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +0.7% | -7.4% | +8.1% | +2.1% |
| 3M | -0.5% | -6.4% | +5.9% | +0.5% |
| 6M | -11.3% | -2.5% | -8.8% | -11.4% |
| YTD | -0.6% | +10.2% | -10.8% | -3.2% |
| 1Y | +1.7% | +36.9% | -35.3% | -5.5% |
| 3Y | -12.5% | +47.0% | -59.5% | -21.4% |
| 5Y | +3.9% | +63.1% | -59.3% | -10.5% |
| 10Y | +76.6% | +68.2% | +8.4% | +33.0% |
| All | +76.6% | +69.4% | +7.2% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling