+3,273.4%
PEP vs GD
+20,595.6%
-17,322.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.6% | +6.3% | +4.4% |
| 7D | +7.4% | +3.0% | +4.4% | +6.6% |
| 30D | +13.3% | +10.5% | +2.8% | +10.7% |
| 3M | +3.5% | -5.0% | +8.4% | +4.6% |
| 6M | -5.9% | +5.5% | -11.4% | -7.3% |
| YTD | +2.3% | +10.3% | -8.1% | -0.6% |
| 1Y | +3.7% | +8.2% | -4.5% | +1.2% |
| 3Y | -4.8% | +59.0% | -63.9% | -15.9% |
| 5Y | +1.9% | +104.3% | -102.3% | -15.4% |
| 10Y | +83.5% | +202.4% | -119.0% | +36.8% |
| All | +3,273.4% | +20,595.6% | -17,322.2% | +1,217.5% |
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