+3,301.6%
PEP vs DE
+14,755.9%
-11,454.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +4.6% | +3.3% | +1.3% | +4.0% |
| 30D | +14.0% | +10.7% | +3.3% | +11.9% |
| 3M | +5.4% | +13.1% | -7.7% | +2.9% |
| 6M | -5.1% | +20.2% | -25.4% | -8.7% |
| YTD | +3.1% | +48.9% | -45.8% | -4.9% |
| 1Y | +4.8% | +46.6% | -41.8% | -3.1% |
| 3Y | -4.1% | +91.4% | -95.5% | -16.5% |
| 5Y | +3.0% | +108.1% | -105.2% | -13.2% |
| 10Y | +89.6% | +782.7% | -693.1% | +18.6% |
| All | +3,301.6% | +14,755.9% | -11,454.3% | +950.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling