-4.6%
PEP vs GD
+55.3%
-59.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | +6.7% | -3.9% | +10.6% | +7.3% |
| 30D | +13.5% | +8.1% | +5.5% | +12.0% |
| 3M | +3.9% | -6.8% | +10.7% | +4.9% |
| 6M | -6.0% | +3.0% | -9.0% | -6.6% |
| YTD | +2.5% | +7.8% | -5.3% | +0.8% |
| 1Y | +3.9% | +5.8% | -1.9% | +2.6% |
| All | -4.6% | +55.3% | -59.9% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling