-13.5%
PEP vs DT
+41.8%
-55.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.7% |
| 7D | -1.4% | -3.3% | +1.9% | -1.4% |
| 30D | +0.2% | +2.0% | -1.8% | +0.2% |
| 3M | -1.1% | +20.0% | -21.1% | -1.2% |
| 6M | -13.5% | +39.3% | -52.8% | -12.6% |
| All | -13.5% | +41.8% | -55.3% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling