-12.6%
PEP vs GEHC
+6.6%
-19.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.9% |
| 7D | +0.1% | -5.2% | +5.3% | +0.6% |
| 30D | +0.7% | -7.0% | +7.6% | +1.3% |
| 3M | -0.5% | +3.3% | -3.8% | -0.9% |
| 6M | -11.3% | -10.0% | -1.3% | -10.8% |
| YTD | -0.6% | -18.5% | +17.9% | +0.6% |
| 1Y | +1.7% | -14.4% | +16.1% | +2.4% |
| 3Y | -12.5% | +3.4% | -15.9% | -13.1% |
| All | -12.6% | +6.6% | -19.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling