+103.6%
PEP vs GDDY
+368.0%
-264.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.4% |
| 7D | -1.7% | -8.1% | +6.4% | -0.8% |
| 30D | +0.3% | +2.3% | -2.0% | -0.1% |
| 3M | -3.2% | +14.7% | -18.0% | -5.1% |
| 6M | -13.6% | +2.1% | -15.7% | -14.4% |
| YTD | -1.9% | -24.6% | +22.7% | +0.2% |
| 1Y | -0.6% | -37.1% | +36.5% | +3.6% |
| 3Y | -13.6% | +25.5% | -39.1% | -18.7% |
| 5Y | +3.2% | +24.2% | -21.0% | -4.0% |
| 10Y | +79.1% | +191.6% | -112.5% | +52.4% |
| All | +103.6% | +368.0% | -264.4% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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