+76.6%
PEP vs DG
+105.6%
-29.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.4% |
| 7D | +0.1% | -2.5% | +2.6% | +0.6% |
| 30D | +0.7% | +1.0% | -0.4% | +0.3% |
| 3M | -0.5% | +20.3% | -20.9% | -4.3% |
| 6M | -11.3% | -11.7% | +0.4% | -9.6% |
| YTD | -0.6% | -2.3% | +1.7% | -0.8% |
| 1Y | +1.7% | +20.0% | -18.3% | -3.2% |
| 3Y | -12.5% | +7.2% | -19.7% | -18.1% |
| 5Y | +3.9% | -37.9% | +41.8% | +11.2% |
| 10Y | +76.6% | +107.3% | -30.7% | +50.8% |
| All | +76.6% | +105.6% | -29.1% | +50.8% |
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 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