+3.0%
PEP vs GD
+100.7%
-97.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | +4.6% | -1.9% | +6.5% | +5.1% |
| 30D | +14.0% | +10.9% | +3.1% | +10.9% |
| 3M | +5.4% | -6.8% | +12.1% | +7.1% |
| 6M | -5.1% | +7.0% | -12.2% | -7.0% |
| YTD | +3.1% | +11.1% | -8.0% | -0.3% |
| 1Y | +4.8% | +7.0% | -2.3% | +2.3% |
| 3Y | -4.1% | +59.9% | -64.0% | -19.2% |
| 5Y | +3.0% | +102.5% | -99.5% | -22.8% |
| All | +3.0% | +100.7% | -97.8% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling