+983.2%
PEP vs DGX
+8,794.8%
-7,811.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.7% | -2.2% | +0.5% | -1.3% |
| 30D | +0.3% | -0.9% | +1.2% | +0.5% |
| 3M | -3.2% | +15.6% | -18.8% | -5.8% |
| 6M | -13.6% | +17.8% | -31.4% | -16.2% |
| YTD | -1.9% | +37.5% | -39.3% | -7.4% |
| 1Y | -0.6% | +31.2% | -31.8% | -5.6% |
| 3Y | -13.6% | +96.6% | -110.2% | -23.8% |
| 5Y | +3.2% | +64.9% | -61.7% | -6.7% |
| 10Y | +79.1% | +254.6% | -175.5% | +41.6% |
| All | +983.2% | +8,794.8% | -7,811.5% | +514.6% |
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