+76.6%
PEP vs GAP
+34.2%
+42.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +0.7% | +9.3% | -8.7% | 0.0% |
| 3M | -0.5% | +6.1% | -6.6% | -1.1% |
| 6M | -11.3% | -2.3% | -9.0% | -11.5% |
| YTD | -0.6% | -10.6% | +10.0% | -0.4% |
| 1Y | +1.7% | -4.4% | +6.1% | +1.3% |
| 3Y | -12.5% | +118.3% | -130.8% | -20.5% |
| 5Y | +3.9% | +12.2% | -8.3% | -2.5% |
| 10Y | +76.6% | +33.7% | +42.9% | +47.5% |
| All | +76.6% | +34.2% | +42.4% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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