+4.6%
PEP vs DE
+97.1%
-92.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.8% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +0.7% | +9.6% | -9.0% | -0.4% |
| 3M | -0.5% | +19.0% | -19.5% | -2.6% |
| 6M | -11.3% | +16.1% | -27.4% | -13.0% |
| YTD | -0.6% | +47.0% | -47.6% | -5.3% |
| 1Y | +1.7% | +43.1% | -41.5% | -3.0% |
| 3Y | -12.5% | +77.5% | -90.0% | -19.2% |
| All | +4.6% | +97.1% | -92.6% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling