+420.1%
PEP vs DLR
+3,595.7%
-3,175.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.4% | +1.6% | -3.0% | -1.7% |
| 30D | +0.2% | -3.4% | +3.6% | +0.8% |
| 3M | -1.1% | +0.5% | -1.6% | -1.6% |
| 6M | -13.5% | +4.6% | -18.0% | -14.6% |
| YTD | -1.2% | +23.4% | -24.6% | -5.7% |
| 1Y | -1.6% | +19.0% | -20.6% | -5.6% |
| 3Y | -12.5% | +56.5% | -69.0% | -21.9% |
| 5Y | +3.0% | +33.3% | -30.3% | -6.5% |
| 10Y | +73.9% | +165.1% | -91.2% | +37.0% |
| All | +420.1% | +3,595.7% | -3,175.5% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling