+95.5%
PEP vs DE
+762.0%
-666.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +12.5% | +3.6% | +8.9% | +11.7% |
| 3M | +4.5% | +10.2% | -5.7% | +2.4% |
| 6M | -0.5% | +16.6% | -17.1% | -3.9% |
| YTD | +4.4% | +45.8% | -41.4% | -3.9% |
| 1Y | +4.4% | +43.9% | -39.5% | -3.8% |
| 3Y | -3.4% | +89.6% | -93.0% | -17.2% |
| 5Y | +5.2% | +100.3% | -95.2% | -12.9% |
| All | +95.5% | +762.0% | -666.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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