+91.3%
PEP vs GD
+165.4%
-74.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.8% |
| 7D | -0.3% | +1.9% | -2.2% | -0.9% |
| 30D | +11.8% | +9.2% | +2.5% | +8.4% |
| 3M | +3.7% | -7.5% | +11.1% | +6.2% |
| 6M | -4.3% | +5.8% | -10.1% | -6.5% |
| YTD | +2.1% | +9.8% | -7.7% | -1.9% |
| 1Y | +2.5% | +5.8% | -3.3% | -0.3% |
| 3Y | -5.0% | +58.0% | -63.0% | -21.5% |
| 5Y | +2.9% | +100.4% | -97.6% | -23.3% |
| All | +91.3% | +165.4% | -74.2% | +24.0% |
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