+1,052.6%
PEP vs DGX
+9,743.1%
-8,690.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | +2.9% | +1.6% | +1.3% | +2.6% |
| 30D | +12.5% | +11.2% | +1.3% | +10.4% |
| 3M | +4.5% | +10.4% | -5.9% | +2.6% |
| 6M | -0.5% | +37.1% | -37.6% | -6.0% |
| YTD | +4.4% | +52.1% | -47.7% | -3.3% |
| 1Y | +4.4% | +40.7% | -36.4% | -2.1% |
| 3Y | -3.4% | +107.6% | -111.0% | -15.6% |
| 5Y | +5.2% | +90.6% | -85.5% | -7.3% |
| 10Y | +92.1% | +287.9% | -195.8% | +49.4% |
| All | +1,052.6% | +9,743.1% | -8,690.6% | +541.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling