+3,159.9%
PEP vs DD
+961.9%
+2,198.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -1.4% | -3.5% | +2.1% | -0.7% |
| 30D | +0.2% | -10.3% | +10.5% | +2.3% |
| 3M | -1.1% | -7.5% | +6.4% | +0.2% |
| 6M | -13.5% | -8.0% | -5.5% | -12.6% |
| YTD | -1.2% | +10.5% | -11.7% | -3.8% |
| 1Y | -1.6% | +38.3% | -39.8% | -8.6% |
| 3Y | -12.5% | +42.5% | -55.0% | -20.6% |
| 5Y | +3.0% | +60.2% | -57.1% | -10.0% |
| 10Y | +73.9% | +68.9% | +5.1% | +42.7% |
| All | +3,159.9% | +961.9% | +2,198.0% | +1,217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling