-4.8%
PEP vs GEHC
+20.5%
-25.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | +1.0% | +5.6% | -4.6% | +0.4% |
| 30D | +12.6% | +27.9% | -15.3% | +9.4% |
| 3M | +3.1% | +17.1% | -14.0% | +1.2% |
| 6M | -6.3% | +32.5% | -38.8% | -9.4% |
| YTD | +1.9% | +2.7% | -0.8% | +0.7% |
| 1Y | +3.3% | +15.3% | -12.0% | +0.8% |
| 3Y | -4.8% | +23.7% | -28.5% | -9.9% |
| All | -4.8% | +20.5% | -25.3% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling