+3.7%
PEP vs DG
+45.3%
-41.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.5% | -4.8% | +2.1% |
| 7D | +7.4% | +12.3% | -4.9% | +5.1% |
| 30D | +13.3% | +19.3% | -5.9% | +9.9% |
| 3M | +3.5% | +11.9% | -8.4% | +1.2% |
| 6M | -5.9% | +25.0% | -30.9% | -9.3% |
| YTD | +2.3% | +8.7% | -6.5% | +0.6% |
| 1Y | +3.7% | +44.7% | -41.0% | -0.8% |
| All | +3.7% | +45.3% | -41.6% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling