+206.1%
GLD vs PEP
+92.7%
+113.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | 0.0% |
| 7D | -4.6% | +2.9% | -7.5% | -4.7% |
| 30D | -5.5% | +12.5% | -18.0% | -6.1% |
| 3M | -10.9% | +4.5% | -15.4% | -11.1% |
| 6M | -17.4% | -0.5% | -16.9% | -17.4% |
| YTD | -10.3% | +4.4% | -14.7% | -10.5% |
| 1Y | -7.2% | +4.4% | -11.5% | -7.4% |
| 3Y | +96.9% | -3.4% | +100.3% | +97.1% |
| 5Y | +103.8% | +5.2% | +98.6% | +102.3% |
| All | +206.1% | +92.7% | +113.4% | +182.7% |
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