+1,389.8%
PEP vs DRI
+8,061.0%
-6,671.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +6.7% | +3.7% | +3.0% | +6.1% |
| 30D | +13.5% | +13.5% | 0.0% | +11.3% |
| 3M | +3.9% | +10.4% | -6.5% | +2.2% |
| 6M | -6.0% | +19.5% | -25.5% | -8.8% |
| YTD | +2.5% | +28.2% | -25.7% | -1.9% |
| 1Y | +3.9% | +31.0% | -27.1% | -0.9% |
| 3Y | -4.7% | +67.1% | -71.7% | -13.3% |
| 5Y | +1.1% | +74.7% | -73.6% | -9.5% |
| 10Y | +83.8% | +376.2% | -292.3% | +32.5% |
| All | +1,389.8% | +8,061.0% | -6,671.1% | +530.5% |
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