+204.7%
GLW vs PEP
+1.2%
+203.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.2% | -13.1% | -12.9% |
| 7D | -19.7% | +6.7% | -26.4% | -19.6% |
| 30D | -38.8% | +13.5% | -52.3% | -38.8% |
| 3M | -33.9% | +3.9% | -37.8% | -33.7% |
| 6M | -36.0% | -6.0% | -30.0% | -34.7% |
| YTD | +18.7% | +2.5% | +16.3% | +18.8% |
| 1Y | +19.8% | +3.9% | +15.8% | +19.3% |
| 3Y | +294.3% | -4.7% | +299.0% | +293.9% |
| All | +204.7% | +1.2% | +203.5% | +182.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling