+3,269.6%
PEP vs DE
+14,564.7%
-11,295.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -0.3% | +2.3% | -2.6% | -0.7% |
| 30D | +11.8% | +4.4% | +7.3% | +10.9% |
| 3M | +3.7% | +9.8% | -6.1% | +1.7% |
| 6M | -4.3% | +15.8% | -20.1% | -7.3% |
| YTD | +2.1% | +47.0% | -44.8% | -5.5% |
| 1Y | +2.5% | +42.8% | -40.3% | -4.8% |
| 3Y | -5.0% | +88.9% | -94.0% | -17.1% |
| 5Y | +2.9% | +101.9% | -99.0% | -12.8% |
| 10Y | +87.9% | +767.5% | -679.6% | +17.9% |
| All | +3,269.6% | +14,564.7% | -11,295.1% | +942.9% |
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 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