+81.4%
PEP vs DOV
+293.5%
-212.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +0.1% | +2.5% | -2.4% | -0.6% |
| 30D | +0.7% | -7.5% | +8.2% | +2.8% |
| 3M | -0.5% | -9.7% | +9.1% | +1.8% |
| 6M | -11.3% | -6.1% | -5.2% | -10.4% |
| YTD | -0.6% | +0.5% | -1.1% | -1.7% |
| 1Y | +1.7% | +10.5% | -8.9% | -2.5% |
| 3Y | -12.5% | +41.7% | -54.2% | -24.2% |
| 5Y | +3.9% | +18.4% | -14.6% | -6.0% |
| All | +81.4% | +293.5% | -212.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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