+3.3%
PEP vs DT
-43.2%
+46.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +0.3% |
| 7D | +6.7% | -28.3% | +35.0% | +7.3% |
| 30D | +13.5% | -28.4% | +41.9% | +14.2% |
| 3M | +3.9% | -14.1% | +18.0% | +4.1% |
| 6M | -6.0% | +13.2% | -19.1% | -6.5% |
| YTD | +2.5% | +0.8% | +1.6% | +2.4% |
| 1Y | +3.9% | -7.8% | +11.7% | +4.2% |
| 3Y | -4.7% | -8.3% | +3.7% | -4.9% |
| All | +3.3% | -43.2% | +46.6% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling