-13.1%
PEP vs DD
+46.1%
-59.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -1.4% | -3.5% | +2.1% | -1.1% |
| 30D | +0.2% | -10.3% | +10.5% | +1.1% |
| 3M | -1.1% | -7.5% | +6.4% | -0.6% |
| 6M | -13.5% | -8.0% | -5.5% | -13.1% |
| YTD | -1.2% | +10.5% | -11.7% | -2.5% |
| 1Y | -1.6% | +38.3% | -39.8% | -5.1% |
| All | -13.1% | +46.1% | -59.2% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling