+75.7%
PEP vs DE
+867.0%
-791.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.4% | -2.4% | +1.0% | -0.9% |
| 30D | -0.2% | +9.7% | -9.9% | -2.1% |
| 3M | -4.3% | +21.4% | -25.7% | -8.1% |
| 6M | -13.2% | +15.0% | -28.2% | -16.0% |
| YTD | -1.9% | +46.4% | -48.3% | -9.7% |
| 1Y | -0.3% | +45.6% | -46.0% | -8.4% |
| 3Y | -13.6% | +76.8% | -90.4% | -24.8% |
| 5Y | +3.4% | +99.4% | -96.0% | -14.4% |
| All | +75.7% | +867.0% | -791.3% | +5.6% |
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