+3,260.6%
PEP vs DOV
+6,610.2%
-3,349.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | -0.6% |
| 7D | +1.0% | -1.4% | +2.4% | +1.3% |
| 30D | +12.6% | +12.8% | -0.2% | +9.5% |
| 3M | +3.1% | +1.1% | +2.0% | +2.7% |
| 6M | -6.3% | -2.6% | -3.7% | -6.2% |
| YTD | +1.9% | +9.9% | -8.0% | -1.0% |
| 1Y | +3.3% | +19.3% | -16.0% | -1.6% |
| 3Y | -4.8% | +68.4% | -73.2% | -17.5% |
| 5Y | +2.0% | +29.1% | -27.1% | -7.0% |
| 10Y | +80.3% | +340.2% | -259.8% | +23.0% |
| All | +3,260.6% | +6,610.2% | -3,349.6% | +846.7% |
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