-12.5%
PEP vs DOW
-35.3%
+22.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +0.1% | -2.9% | +3.0% | +0.4% |
| 30D | +0.7% | +2.0% | -1.3% | +0.4% |
| 3M | -0.5% | -12.5% | +12.0% | +0.6% |
| 6M | -11.3% | -9.2% | -2.1% | -11.2% |
| YTD | -0.6% | +30.8% | -31.4% | -4.8% |
| 1Y | +1.7% | +29.4% | -27.7% | -2.6% |
| 3Y | -12.5% | -34.6% | +22.1% | -11.6% |
| All | -12.5% | -35.3% | +22.8% | -11.6% |
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