+73.8%
PEP vs GD
+190.3%
-116.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -1.4% | -5.3% | +3.9% | +0.4% |
| 30D | +0.2% | -6.4% | +6.7% | +2.4% |
| 3M | -1.1% | +5.7% | -6.8% | -3.1% |
| 6M | -13.5% | -0.9% | -12.5% | -13.6% |
| YTD | -1.2% | +8.2% | -9.3% | -4.5% |
| 1Y | -1.6% | +13.4% | -15.0% | -6.6% |
| 3Y | -12.5% | +68.5% | -81.0% | -29.4% |
| 5Y | +3.0% | +97.2% | -94.1% | -22.3% |
| All | +73.8% | +190.3% | -116.5% | +13.6% |
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