+3,280.3%
PEP vs DD
+1,069.5%
+2,210.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.1% | +0.9% |
| 7D | +6.7% | +3.1% | +3.6% | +5.9% |
| 30D | +13.5% | +8.7% | +4.8% | +11.5% |
| 3M | +3.9% | -1.2% | +5.2% | +3.9% |
| 6M | -6.0% | -1.1% | -4.9% | -6.3% |
| YTD | +2.5% | +21.7% | -19.2% | -2.3% |
| 1Y | +3.9% | +24.0% | -20.1% | -1.3% |
| 3Y | -4.7% | +75.6% | -80.3% | -17.0% |
| 5Y | +1.1% | +58.2% | -57.1% | -11.4% |
| 10Y | +83.8% | +88.0% | -4.1% | +47.6% |
| All | +3,280.3% | +1,069.5% | +2,210.7% | +1,238.0% |
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 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