-4.6%
PEP vs DOW
-23.6%
+19.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | +6.7% | -4.9% | +11.5% | +7.1% |
| 30D | +13.5% | +13.6% | 0.0% | +12.1% |
| 3M | +3.9% | +9.0% | -5.1% | +2.9% |
| 6M | -6.0% | -19.9% | +13.9% | -4.3% |
| YTD | +2.5% | +41.4% | -39.0% | -2.4% |
| 1Y | +3.9% | +47.4% | -43.4% | -1.5% |
| All | -4.6% | -23.6% | +19.0% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling