+3.2%
PEP vs DTE
+31.9%
-28.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +0.3% | -0.5% | +0.8% | +0.5% |
| 3M | -3.2% | -6.0% | +2.8% | -0.6% |
| 6M | -13.6% | -7.2% | -6.4% | -10.8% |
| YTD | -1.9% | +7.2% | -9.0% | -5.1% |
| 1Y | -0.6% | +4.1% | -4.7% | -2.8% |
| 3Y | -13.6% | +46.9% | -60.5% | -28.5% |
| 5Y | +3.2% | +32.9% | -29.7% | -11.3% |
| All | +3.2% | +31.9% | -28.7% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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