+53.4%
PEP vs DOW
-10.0%
+63.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | +4.6% | -6.8% | +11.5% | +5.9% |
| 30D | +14.0% | +10.8% | +3.2% | +11.8% |
| 3M | +5.4% | +4.1% | +1.2% | +4.4% |
| 6M | -5.1% | -12.7% | +7.6% | -3.3% |
| YTD | +3.1% | +39.2% | -36.1% | -4.9% |
| 1Y | +4.8% | +49.5% | -44.7% | -4.9% |
| 3Y | -4.1% | -24.4% | +20.2% | -2.4% |
| 5Y | +3.0% | -29.6% | +32.5% | +4.9% |
| All | +53.4% | -10.0% | +63.4% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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