+1,336.8%
PEP vs DRI
+7,577.6%
-6,240.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 6M | -13.5% | +8.3% | -21.8% | -14.7% |
| YTD | -1.2% | +20.6% | -21.8% | -4.4% |
| 1Y | -1.6% | +6.5% | -8.0% | -3.0% |
| 3Y | -12.5% | +53.7% | -66.2% | -19.4% |
| 5Y | +3.0% | +72.7% | -69.6% | -7.7% |
| 10Y | +73.9% | +363.2% | -289.2% | +26.0% |
| All | +1,336.8% | +7,577.6% | -6,240.9% | +514.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling