-3.4%
PEP vs DLR
+54.1%
-57.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.3% |
| 7D | +2.9% | +3.3% | -0.4% | +2.8% |
| 30D | +12.5% | +4.6% | +7.9% | +12.4% |
| 3M | +4.5% | -8.3% | +12.8% | +4.9% |
| 6M | -0.5% | -5.6% | +5.1% | -0.3% |
| YTD | +4.4% | +18.7% | -14.3% | +3.6% |
| 1Y | +4.4% | +17.1% | -12.7% | +3.6% |
| 3Y | -3.4% | +54.4% | -57.7% | -6.7% |
| All | -3.4% | +54.1% | -57.5% | -6.7% |
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