+3,159.9%
PEP vs GD
+20,186.5%
-17,026.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | -1.4% | -5.3% | +3.9% | -0.2% |
| 30D | +0.2% | -6.4% | +6.7% | +1.8% |
| 3M | -1.1% | +5.7% | -6.8% | -2.5% |
| 6M | -13.5% | -0.9% | -12.5% | -13.6% |
| YTD | -1.2% | +8.2% | -9.3% | -3.4% |
| 1Y | -1.6% | +13.4% | -15.0% | -5.0% |
| 3Y | -12.5% | +68.5% | -81.0% | -23.8% |
| 5Y | +3.0% | +97.2% | -94.1% | -13.8% |
| 10Y | +73.9% | +190.2% | -116.3% | +30.9% |
| All | +3,159.9% | +20,186.5% | -17,026.6% | +1,180.0% |
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 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