+4.4%
PEP vs DOW
+56.5%
-52.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.3% |
| 7D | +2.9% | +5.2% | -2.3% | +2.5% |
| 30D | +12.5% | +13.2% | -0.7% | +11.4% |
| 3M | +4.5% | +10.1% | -5.6% | +3.6% |
| 6M | -0.5% | -13.1% | +12.6% | 0.0% |
| YTD | +4.4% | +46.1% | -41.7% | -2.6% |
| 1Y | +4.4% | +50.0% | -45.7% | -3.1% |
| All | +4.4% | +56.5% | -52.2% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling