+91.3%
PEP vs DE
+768.7%
-677.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -0.3% | +2.3% | -2.6% | -0.8% |
| 30D | +11.8% | +4.4% | +7.3% | +10.8% |
| 3M | +3.7% | +9.8% | -6.1% | +1.7% |
| 6M | -4.3% | +15.8% | -20.1% | -7.4% |
| YTD | +2.1% | +47.0% | -44.8% | -6.2% |
| 1Y | +2.5% | +42.8% | -40.3% | -5.4% |
| 3Y | -5.0% | +88.9% | -94.0% | -18.5% |
| 5Y | +2.9% | +101.9% | -99.0% | -14.9% |
| All | +91.3% | +768.7% | -677.5% | +21.4% |
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