-13.8%
PEP vs DHR
-4.7%
-9.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +0.7% | +0.2% | +0.4% | +0.6% |
| 3M | -0.5% | +12.1% | -12.6% | -2.5% |
| 6M | -11.3% | +5.4% | -16.7% | -12.4% |
| YTD | -0.6% | -10.0% | +9.4% | +0.8% |
| 1Y | +1.7% | +4.1% | -2.4% | +0.1% |
| All | -13.8% | -4.7% | -9.1% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling