+3,159.9%
PEP vs DE
+14,847.5%
-11,687.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.4% | +10.0% | -11.4% | -3.1% |
| 30D | +0.2% | +13.3% | -13.1% | -2.1% |
| 3M | -1.1% | +17.5% | -18.6% | -4.2% |
| 6M | -13.5% | +13.6% | -27.1% | -15.9% |
| YTD | -1.2% | +49.8% | -51.0% | -8.8% |
| 1Y | -1.6% | +47.9% | -49.4% | -9.1% |
| 3Y | -12.5% | +72.5% | -85.0% | -22.4% |
| 5Y | +3.0% | +90.2% | -87.2% | -11.8% |
| 10Y | +73.9% | +865.4% | -791.5% | +7.2% |
| All | +3,159.9% | +14,847.5% | -11,687.6% | +906.4% |
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