+1,710.5%
GS vs PEP
+686.3%
+1,024.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -6.3% | +6.7% | -13.0% | -9.0% |
| 30D | -3.1% | +13.5% | -16.7% | -8.5% |
| 3M | -17.7% | +3.9% | -21.6% | -19.3% |
| 6M | -4.6% | -6.0% | +1.4% | -3.0% |
| YTD | +0.3% | +2.5% | -2.2% | -2.6% |
| 1Y | +11.7% | +3.9% | +7.8% | +7.6% |
| 3Y | +183.6% | -4.7% | +188.2% | +177.2% |
| 5Y | +141.0% | +1.1% | +139.9% | +126.9% |
| 10Y | +507.4% | +83.8% | +423.6% | +328.8% |
| All | +1,710.5% | +686.3% | +1,024.3% | +735.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling