+3,280.3%
PEP vs GD
+20,112.4%
-16,832.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | +6.7% | -3.9% | +10.6% | +7.6% |
| 30D | +13.5% | +8.1% | +5.5% | +11.4% |
| 3M | +3.9% | -6.8% | +10.7% | +5.5% |
| 6M | -6.0% | +3.0% | -9.0% | -6.9% |
| YTD | +2.5% | +7.8% | -5.3% | +0.1% |
| 1Y | +3.9% | +5.8% | -1.9% | +2.0% |
| 3Y | -4.7% | +55.3% | -60.0% | -15.2% |
| 5Y | +1.1% | +96.7% | -95.6% | -15.4% |
| 10Y | +83.8% | +195.4% | -111.5% | +37.8% |
| All | +3,280.3% | +20,112.4% | -16,832.1% | +1,227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling