+3,159.9%
PEP vs DHR
+56,727.0%
-53,567.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -1.4% | -3.9% | +2.5% | -0.6% |
| 30D | +0.2% | +4.0% | -3.8% | -0.7% |
| 3M | -1.1% | +11.5% | -12.6% | -3.8% |
| 6M | -13.5% | +1.9% | -15.3% | -14.4% |
| YTD | -1.2% | -8.9% | +7.7% | 0.0% |
| 1Y | -1.6% | +5.1% | -6.7% | -3.7% |
| 3Y | -12.5% | -10.3% | -2.2% | -12.6% |
| 5Y | +3.0% | -27.8% | +30.8% | +6.4% |
| 10Y | +73.9% | +203.6% | -129.7% | +30.6% |
| All | +3,159.9% | +56,727.0% | -53,567.1% | +670.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling