+562.0%
GLW vs PEP
+90.5%
+471.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.3% |
| 7D | +1.4% | +1.1% | +0.4% | +1.0% |
| 30D | -18.2% | +13.6% | -31.8% | -22.8% |
| 3M | -24.2% | +5.1% | -29.3% | -26.4% |
| 6M | -41.7% | -1.6% | -40.1% | -42.6% |
| YTD | +38.3% | +3.3% | +35.0% | +32.3% |
| 1Y | +38.2% | +3.2% | +35.0% | +32.0% |
| 3Y | +363.4% | -3.9% | +367.3% | +344.8% |
| 5Y | +254.6% | +4.0% | +250.5% | +215.2% |
| 10Y | +562.0% | +90.1% | +471.8% | +326.4% |
| All | +562.0% | +90.5% | +471.5% | +326.4% |
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 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