+91.3%
PEP vs GEN
+147.0%
-55.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.8% |
| 7D | -0.3% | -3.0% | +2.7% | 0.0% |
| 30D | +11.8% | +24.7% | -12.9% | +9.2% |
| 3M | +3.7% | +4.1% | -0.5% | +2.9% |
| 6M | -4.3% | +36.0% | -40.3% | -7.7% |
| YTD | +2.1% | +10.9% | -8.7% | +0.5% |
| 1Y | +2.5% | +12.2% | -9.6% | +0.7% |
| 3Y | -5.0% | +63.3% | -68.3% | -11.0% |
| 5Y | +2.9% | +29.0% | -26.2% | -2.1% |
| All | +91.3% | +147.0% | -55.7% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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