+80.3%
PEP vs GD
+185.2%
-104.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.4% |
| 7D | +1.0% | -3.0% | +4.1% | +2.0% |
| 30D | +12.6% | +9.3% | +3.3% | +9.3% |
| 3M | +3.1% | -7.2% | +10.3% | +5.5% |
| 6M | -6.3% | +5.5% | -11.7% | -8.3% |
| YTD | +1.9% | +9.5% | -7.6% | -2.1% |
| 1Y | +3.3% | +6.4% | -3.2% | +0.2% |
| 3Y | -4.8% | +59.8% | -64.7% | -21.6% |
| 5Y | +2.0% | +98.0% | -95.9% | -23.4% |
| 10Y | +80.3% | +177.4% | -97.1% | +23.8% |
| All | +80.3% | +185.2% | -104.8% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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