+3.4%
PEP vs DGX
+59.5%
-56.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | -1.4% | -3.5% | +2.1% | -0.4% |
| 30D | -0.2% | -2.7% | +2.5% | +0.5% |
| 3M | -4.3% | +13.9% | -18.2% | -7.9% |
| 6M | -13.2% | +16.0% | -29.2% | -17.0% |
| YTD | -1.9% | +34.9% | -36.8% | -10.4% |
| 1Y | -0.3% | +30.6% | -30.9% | -8.3% |
| 3Y | -13.6% | +93.0% | -106.6% | -29.2% |
| 5Y | +3.4% | +64.4% | -61.0% | -11.0% |
| All | +3.4% | +59.5% | -56.1% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling