-4.6%
PEP vs DT
-8.7%
+4.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +0.1% |
| 7D | +6.7% | -28.3% | +35.0% | +6.1% |
| 30D | +13.5% | -28.4% | +41.9% | +12.9% |
| 3M | +3.9% | -14.1% | +18.0% | +3.6% |
| 6M | -6.0% | +13.2% | -19.1% | -5.8% |
| YTD | +2.5% | +0.8% | +1.6% | +3.3% |
| 1Y | +3.9% | -7.8% | +11.7% | +5.0% |
| All | -4.6% | -8.7% | +4.1% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling