+285.7%
PEP vs DG
+635.1%
-349.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.7% |
| 7D | +6.7% | +6.1% | +0.6% | +5.6% |
| 30D | +13.5% | +11.9% | +1.6% | +11.2% |
| 3M | +3.9% | +9.3% | -5.3% | +2.1% |
| 6M | -6.0% | +19.1% | -25.1% | -9.2% |
| YTD | +2.5% | +5.9% | -3.5% | +0.8% |
| 1Y | +3.9% | +39.8% | -35.9% | -2.9% |
| 3Y | -4.7% | +23.4% | -28.0% | -12.0% |
| 5Y | +1.1% | -33.3% | +34.4% | +4.1% |
| 10Y | +83.8% | +131.0% | -47.2% | +57.0% |
| All | +285.7% | +635.1% | -349.4% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling