-7.2%
GLD vs PEP
+5.0%
-12.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | +0.1% |
| 7D | -4.6% | +2.9% | -7.5% | -4.7% |
| 30D | -5.5% | +12.5% | -18.0% | -5.8% |
| 3M | -10.9% | +4.5% | -15.4% | -10.9% |
| 6M | -17.4% | -0.5% | -16.9% | -16.8% |
| YTD | -10.3% | +4.4% | -14.7% | -5.4% |
| 1Y | -7.2% | +4.4% | -11.5% | -2.4% |
| All | -7.2% | +5.0% | -12.2% | -2.4% |
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