-3.9%
GLD vs PEP
+4.5%
-8.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.1% |
| 7D | -2.0% | +1.1% | -3.0% | -2.0% |
| 30D | -4.4% | +13.6% | -18.1% | -4.8% |
| 3M | -8.9% | +5.1% | -14.0% | -8.9% |
| 6M | -16.0% | -1.6% | -14.4% | -15.3% |
| YTD | -7.9% | +3.3% | -11.2% | -2.6% |
| 1Y | -3.9% | +3.2% | -7.1% | +1.3% |
| All | -3.9% | +4.5% | -8.4% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling