+438.8%
GS vs PEP
+92.7%
+346.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.6% |
| 7D | +5.9% | +2.9% | +3.0% | +4.7% |
| 30D | +4.3% | +12.5% | -8.2% | -0.7% |
| 3M | -11.7% | +4.5% | -16.2% | -13.5% |
| 6M | -3.2% | -0.5% | -2.7% | -3.8% |
| YTD | +5.8% | +4.4% | +1.4% | +2.0% |
| 1Y | +16.0% | +4.4% | +11.7% | +11.7% |
| 3Y | +199.8% | -3.4% | +203.1% | +191.4% |
| 5Y | +155.5% | +5.2% | +150.4% | +132.0% |
| All | +438.8% | +92.7% | +346.1% | +322.0% |
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