+212.2%
GLD vs PEP
+81.7%
+130.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +4.9% | +1.0% | +3.9% | +4.9% |
| 30D | -1.3% | +12.6% | -13.9% | -2.0% |
| 3M | -4.8% | +3.1% | -7.9% | -4.9% |
| 6M | -12.5% | -6.3% | -6.2% | -12.2% |
| YTD | -4.2% | +1.9% | -6.1% | -4.3% |
| 1Y | +3.0% | +3.3% | -0.2% | +2.9% |
| 3Y | +109.1% | -4.8% | +114.0% | +109.5% |
| 5Y | +121.6% | +2.0% | +119.5% | +120.3% |
| 10Y | +212.2% | +80.3% | +131.9% | +193.9% |
| All | +212.2% | +81.7% | +130.5% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 10y: compounded portfolio wealth divided by compounded PEP 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…
10y analysis · Full analysis span regression · 6 months rolling