+3,344.9%
PEP vs DTE
+3,620.6%
-275.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.1% |
| 7D | +2.9% | +3.4% | -0.5% | +1.5% |
| 30D | +12.5% | +8.9% | +3.6% | +8.7% |
| 3M | +4.5% | +1.1% | +3.5% | +4.0% |
| 6M | -0.5% | +0.1% | -0.6% | -0.7% |
| YTD | +4.4% | +11.1% | -6.6% | -0.2% |
| 1Y | +4.4% | +4.9% | -0.6% | +2.0% |
| 3Y | -3.4% | +58.6% | -62.0% | -20.6% |
| 5Y | +5.2% | +47.3% | -42.1% | -11.5% |
| 10Y | +92.1% | +151.3% | -59.2% | +28.1% |
| All | +3,344.9% | +3,620.6% | -275.6% | +554.2% |
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