+3,159.9%
PEP vs GAP
+2,258.2%
+901.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -1.4% | -4.5% | +3.1% | -0.9% |
| 30D | +0.2% | +9.0% | -8.8% | -0.9% |
| 3M | -1.1% | +5.0% | -6.1% | -1.9% |
| 6M | -13.5% | -17.8% | +4.3% | -12.2% |
| YTD | -1.2% | -10.4% | +9.2% | -0.8% |
| 1Y | -1.6% | -3.4% | +1.8% | -2.3% |
| 3Y | -12.5% | +111.5% | -124.0% | -24.2% |
| 5Y | +3.0% | +8.8% | -5.8% | -6.6% |
| 10Y | +73.9% | +32.9% | +41.0% | +39.0% |
| All | +3,159.9% | +2,258.2% | +901.7% | +778.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling