+36.6%
PEP vs DT
+97.2%
-60.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.8% |
| 7D | +0.1% | -4.9% | +5.0% | +0.5% |
| 30D | +0.7% | +2.7% | -2.0% | +0.4% |
| 3M | -0.5% | +20.0% | -20.5% | -2.1% |
| 6M | -11.3% | +28.0% | -39.3% | -13.4% |
| YTD | -0.6% | +16.0% | -16.6% | -2.3% |
| 1Y | +1.7% | +0.7% | +0.9% | +1.2% |
| 3Y | -12.5% | +6.2% | -18.7% | -14.2% |
| 5Y | +3.9% | -28.1% | +32.0% | +4.3% |
| All | +36.6% | +97.2% | -60.6% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling