+4.7%
PEP vs DRI
+72.9%
-68.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | +0.2% | +3.8% | -3.6% | -0.4% |
| 3M | -1.1% | +13.0% | -14.1% | -3.2% |
| 6M | -13.5% | +8.3% | -21.8% | -14.8% |
| YTD | -1.2% | +20.6% | -21.8% | -4.6% |
| 1Y | -1.6% | +6.5% | -8.0% | -3.0% |
| 3Y | -12.5% | +53.7% | -66.2% | -19.9% |
| All | +4.7% | +72.9% | -68.2% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling