+80.3%
PEP vs DLR
+174.9%
-94.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | -0.4% |
| 7D | +1.0% | +2.4% | -1.3% | +0.4% |
| 30D | +12.6% | +0.7% | +11.9% | +12.2% |
| 3M | +3.1% | -6.4% | +9.6% | +4.4% |
| 6M | -6.3% | -6.5% | +0.3% | -5.5% |
| YTD | +1.9% | +18.8% | -16.9% | -3.7% |
| 1Y | +3.3% | +9.0% | -5.8% | -0.3% |
| 3Y | -4.8% | +54.5% | -59.3% | -19.2% |
| 5Y | +2.0% | +35.8% | -33.8% | -11.0% |
| 10Y | +80.3% | +177.5% | -97.1% | +20.8% |
| All | +80.3% | +174.9% | -94.6% | +20.8% |
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