+1,833.6%
GS vs PEP
+684.7%
+1,148.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +2.0% |
| 7D | +0.3% | +7.4% | -7.1% | -2.8% |
| 30D | +3.9% | +13.3% | -9.5% | -1.8% |
| 3M | -11.4% | +3.5% | -14.9% | -13.0% |
| 6M | +3.7% | -5.9% | +9.6% | +5.3% |
| YTD | +7.1% | +2.3% | +4.9% | +4.1% |
| 1Y | +19.7% | +3.7% | +16.0% | +15.4% |
| 3Y | +202.8% | -4.8% | +207.7% | +196.3% |
| 5Y | +156.7% | +1.9% | +154.8% | +140.8% |
| 10Y | +548.7% | +83.5% | +465.2% | +358.4% |
| All | +1,833.6% | +684.7% | +1,148.9% | +792.8% |
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