+95.5%
PEP vs DHR
+242.1%
-146.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.1% |
| 7D | +2.9% | +1.2% | +1.7% | +2.6% |
| 30D | +12.5% | +3.7% | +8.8% | +11.2% |
| 3M | +4.5% | +14.5% | -10.0% | +0.2% |
| 6M | -0.5% | +40.9% | -41.4% | -10.7% |
| YTD | +4.4% | +2.4% | +2.0% | +2.6% |
| 1Y | +4.4% | +6.1% | -1.8% | +1.3% |
| 3Y | -3.4% | +21.0% | -24.4% | -12.7% |
| 5Y | +5.2% | -11.4% | +16.6% | +3.8% |
| All | +95.5% | +242.1% | -146.6% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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