+3.9%
PEP vs DOV
+19.9%
-16.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +0.1% | +2.5% | -2.4% | -0.3% |
| 30D | +0.7% | -7.5% | +8.2% | +1.9% |
| 3M | -0.5% | -9.7% | +9.1% | +0.8% |
| 6M | -11.3% | -6.1% | -5.2% | -10.8% |
| YTD | -0.6% | +0.5% | -1.1% | -1.3% |
| 1Y | +1.7% | +10.5% | -8.9% | -0.9% |
| 3Y | -12.5% | +41.7% | -54.2% | -20.6% |
| 5Y | +3.9% | +18.4% | -14.6% | -2.4% |
| All | +3.9% | +19.9% | -16.0% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling