+4.4%
PEP vs DD
+27.9%
-23.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | +2.9% | +5.0% | -2.1% | +2.8% |
| 30D | +12.5% | +19.7% | -7.2% | +11.8% |
| 3M | +4.5% | +7.2% | -2.7% | +4.4% |
| 6M | -0.5% | +1.0% | -1.5% | -0.4% |
| YTD | +4.4% | +29.1% | -24.7% | +4.2% |
| 1Y | +4.4% | +28.5% | -24.1% | +4.3% |
| All | +4.4% | +27.9% | -23.5% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling