-5.5%
PEP vs DLR
+44.1%
-49.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +2.9% | -3.6% | +6.5% | +3.0% |
| 30D | +14.2% | -3.5% | +17.7% | +14.3% |
| 3M | +3.2% | -8.9% | +12.1% | +3.5% |
| 6M | -7.4% | -11.6% | +4.1% | -7.0% |
| YTD | +1.5% | +14.9% | -13.4% | +0.8% |
| 1Y | +3.9% | +6.4% | -2.6% | +3.5% |
| 3Y | -5.5% | +47.3% | -52.8% | -8.5% |
| All | -5.5% | +44.1% | -49.6% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling