+4.7%
PEP vs DG
-35.0%
+39.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.9% |
| 7D | -1.4% | +8.4% | -9.8% | -2.5% |
| 30D | +0.2% | +4.9% | -4.7% | -0.5% |
| 3M | -1.1% | +29.3% | -30.5% | -4.5% |
| 6M | -13.5% | -11.3% | -2.2% | -12.5% |
| YTD | -1.2% | +1.8% | -2.9% | -1.8% |
| 1Y | -1.6% | +25.3% | -26.9% | -5.1% |
| 3Y | -12.5% | +9.1% | -21.6% | -16.4% |
| All | +4.7% | -35.0% | +39.7% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling