+3,159.9%
PEP vs DOV
+5,976.9%
-2,817.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.4% | -2.7% | +1.3% | -0.8% |
| 30D | +0.2% | -8.1% | +8.3% | +2.1% |
| 3M | -1.1% | -9.4% | +8.3% | +0.8% |
| 6M | -13.5% | -12.6% | -0.9% | -11.3% |
| YTD | -1.2% | -0.5% | -0.7% | -1.7% |
| 1Y | -1.6% | +9.2% | -10.8% | -4.4% |
| 3Y | -12.5% | +34.1% | -46.6% | -20.1% |
| 5Y | +3.0% | +17.3% | -14.2% | -4.0% |
| 10Y | +73.9% | +284.9% | -211.0% | +22.1% |
| All | +3,159.9% | +5,976.9% | -2,817.0% | +840.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling