+35.8%
PEP vs DT
+103.5%
-67.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | -1.4% | -3.3% | +1.9% | -1.2% |
| 30D | +0.2% | +2.0% | -1.8% | 0.0% |
| 3M | -1.1% | +20.0% | -21.1% | -2.7% |
| 6M | -13.5% | +39.3% | -52.8% | -16.1% |
| YTD | -1.2% | +19.8% | -20.9% | -3.1% |
| 1Y | -1.6% | +4.3% | -5.8% | -2.3% |
| 3Y | -12.5% | +7.7% | -20.2% | -14.3% |
| 5Y | +3.0% | -26.8% | +29.9% | +3.4% |
| All | +35.8% | +103.5% | -67.7% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling