-4.6%
PEP vs DG
+23.1%
-27.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | +6.7% | +6.1% | +0.6% | +5.9% |
| 30D | +13.5% | +11.9% | +1.6% | +12.1% |
| 3M | +3.9% | +9.3% | -5.3% | +2.8% |
| 6M | -6.0% | +19.1% | -25.1% | -7.9% |
| YTD | +2.5% | +5.9% | -3.5% | +1.4% |
| 1Y | +3.9% | +39.8% | -35.9% | +0.4% |
| All | -4.6% | +23.1% | -27.7% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling