+3,159.9%
PEP vs DTE
+3,490.8%
-330.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | +0.2% | -2.6% | +2.8% | +1.2% |
| 3M | -1.1% | -3.9% | +2.8% | +0.4% |
| 6M | -13.5% | -7.9% | -5.6% | -10.7% |
| YTD | -1.2% | +7.2% | -8.4% | -4.1% |
| 1Y | -1.6% | +3.1% | -4.6% | -3.1% |
| 3Y | -12.5% | +47.6% | -60.1% | -26.0% |
| 5Y | +3.0% | +32.7% | -29.7% | -9.7% |
| 10Y | +73.9% | +138.8% | -64.8% | +18.3% |
| All | +3,159.9% | +3,490.8% | -330.9% | +528.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling