+185.7%
GS vs PEP
+3.4%
+182.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +0.9% | -1.4% | +2.3% | +1.1% |
| 30D | -1.6% | +0.2% | -1.8% | -1.6% |
| 3M | -4.5% | -1.1% | -3.4% | -4.5% |
| 6M | +20.9% | -13.5% | +34.4% | +23.6% |
| YTD | +19.9% | -1.2% | +21.1% | +19.1% |
| 1Y | +41.4% | -1.6% | +43.0% | +40.3% |
| 3Y | +239.2% | -12.5% | +251.7% | +243.7% |
| All | +185.7% | +3.4% | +182.3% | +163.7% |
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