+75.3%
PEP vs DHI
+414.5%
-339.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.6% |
| 7D | -1.0% | -3.4% | +2.5% | -0.4% |
| 30D | -0.7% | -5.4% | +4.8% | +0.3% |
| 3M | -4.1% | -10.4% | +6.3% | -2.5% |
| 6M | -13.1% | -2.8% | -10.3% | -13.1% |
| YTD | -2.1% | -3.4% | +1.3% | -2.3% |
| 1Y | -1.7% | -22.9% | +21.3% | +2.1% |
| 3Y | -15.1% | +20.7% | -35.8% | -20.8% |
| 5Y | +3.1% | +62.1% | -59.0% | -11.5% |
| All | +75.3% | +414.5% | -339.2% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 10y: compounded portfolio wealth divided by compounded DHI 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…
10y analysis · Full analysis span regression · 6 months rolling