-2.6%
PEP vs DT
+4.0%
-6.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.8% |
| 7D | -2.4% | -3.3% | +0.9% | -2.6% |
| 30D | -0.8% | +2.0% | -2.9% | -0.7% |
| 3M | -2.2% | +20.0% | -22.2% | -1.1% |
| 6M | -14.4% | +39.3% | -53.7% | -11.7% |
| YTD | -2.2% | +19.8% | -22.0% | +1.1% |
| 1Y | -2.6% | +4.3% | -6.9% | +1.4% |
| All | -2.6% | +4.0% | -6.6% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling