+76.6%
PEP vs DLR
+163.6%
-87.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +0.1% | +3.4% | -3.3% | -0.7% |
| 30D | +0.7% | -2.2% | +2.9% | +1.1% |
| 3M | -0.5% | +4.7% | -5.3% | -2.1% |
| 6M | -11.3% | +9.0% | -20.3% | -13.8% |
| YTD | -0.6% | +24.1% | -24.7% | -6.7% |
| 1Y | +1.7% | +20.9% | -19.3% | -4.3% |
| 3Y | -12.5% | +60.0% | -72.5% | -26.1% |
| 5Y | +3.9% | +35.3% | -31.4% | -8.6% |
| 10Y | +76.6% | +165.8% | -89.2% | +22.1% |
| All | +76.6% | +163.6% | -87.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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