+3.5%
PEP vs DT
-7.6%
+11.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.5% |
| 7D | +1.0% | -20.2% | +21.3% | -0.2% |
| 30D | +12.6% | -30.8% | +43.4% | +10.0% |
| 3M | +3.1% | -10.2% | +13.4% | +2.6% |
| 6M | -6.3% | +8.0% | -14.3% | -5.4% |
| YTD | +1.9% | +1.5% | +0.4% | +4.5% |
| All | +3.5% | -7.6% | +11.1% | +7.0% |
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