+80.1%
PEP vs DRI
+367.2%
-287.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.8% |
| 7D | +2.9% | +2.8% | +0.1% | +2.5% |
| 30D | +14.2% | +13.3% | +1.0% | +11.9% |
| 3M | +3.2% | +8.2% | -5.0% | +1.7% |
| 6M | -7.4% | +17.5% | -25.0% | -10.1% |
| YTD | +1.5% | +26.9% | -25.4% | -2.9% |
| 1Y | +3.9% | +31.6% | -27.7% | -1.3% |
| 3Y | -5.5% | +67.0% | -72.5% | -14.5% |
| 5Y | +0.1% | +72.9% | -72.8% | -10.9% |
| All | +80.1% | +367.2% | -287.0% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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