+47.0%
PEP vs DOW
-15.8%
+62.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.1% |
| 7D | -1.4% | -2.4% | +1.0% | -1.0% |
| 30D | +0.2% | +0.4% | -0.1% | 0.0% |
| 3M | -1.1% | -14.4% | +13.3% | +1.3% |
| 6M | -13.5% | -7.0% | -6.5% | -13.4% |
| YTD | -1.2% | +30.2% | -31.4% | -7.7% |
| 1Y | -1.6% | +29.2% | -30.8% | -8.4% |
| 3Y | -12.5% | -36.7% | +24.2% | -7.5% |
| 5Y | +3.0% | -37.7% | +40.7% | +7.7% |
| All | +47.0% | -15.8% | +62.8% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling