+91.3%
PEP vs DG
+105.9%
-14.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | -0.3% | -2.5% | +2.1% | +0.2% |
| 30D | +11.8% | +7.7% | +4.1% | +10.0% |
| 3M | +3.7% | +13.1% | -9.4% | +0.9% |
| 6M | -4.3% | +32.0% | -36.4% | -9.9% |
| YTD | +2.1% | +3.3% | -1.2% | +0.7% |
| 1Y | +2.5% | +31.7% | -29.1% | -4.3% |
| 3Y | -5.0% | +21.7% | -26.7% | -13.9% |
| 5Y | +2.9% | -34.7% | +37.6% | +9.1% |
| All | +91.3% | +105.9% | -14.7% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling