+283.5%
PEP vs DG
+628.1%
-344.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | +1.0% | +0.7% | +0.4% | +0.9% |
| 30D | +12.6% | +7.4% | +5.2% | +11.2% |
| 3M | +3.1% | +8.5% | -5.4% | +1.5% |
| 6M | -6.3% | +21.9% | -28.1% | -9.8% |
| YTD | +1.9% | +4.9% | -3.1% | +0.3% |
| 1Y | +3.3% | +40.4% | -37.1% | -3.6% |
| 3Y | -4.8% | +23.5% | -28.3% | -12.2% |
| 5Y | +2.0% | -32.3% | +34.3% | +4.7% |
| 10Y | +80.3% | +119.3% | -39.0% | +55.0% |
| All | +283.5% | +628.1% | -344.6% | +177.3% |
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