-1.7%
PEP vs DGX
+32.7%
-34.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | -0.7% | -1.2% | +0.5% | -0.4% |
| 3M | -4.1% | +15.8% | -19.9% | -7.4% |
| 6M | -13.1% | +18.2% | -31.2% | -16.4% |
| YTD | -2.1% | +37.2% | -39.3% | -8.8% |
| 1Y | -1.7% | +30.4% | -32.0% | -7.9% |
| All | -1.7% | +32.7% | -34.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling