-0.3%
PEP vs DHR
+4.1%
-4.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -1.4% | -5.0% | +3.6% | -0.9% |
| 30D | -0.2% | -3.3% | +3.1% | 0.0% |
| 3M | -4.3% | +9.4% | -13.7% | -5.1% |
| 6M | -13.2% | +3.2% | -16.3% | -13.5% |
| YTD | -1.9% | -12.0% | +10.1% | -0.9% |
| 1Y | -0.3% | +4.9% | -5.2% | -2.4% |
| All | -0.3% | +4.1% | -4.4% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling