+95.5%
PEP vs GEN
+152.9%
-57.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +2.0% |
| 7D | +2.9% | +2.0% | +0.9% | +2.7% |
| 30D | +12.5% | +27.7% | -15.2% | +9.6% |
| 3M | +4.5% | +3.3% | +1.3% | +3.9% |
| 6M | -0.5% | +31.8% | -32.3% | -3.7% |
| YTD | +4.4% | +13.5% | -9.1% | +2.5% |
| 1Y | +4.4% | +16.0% | -11.7% | +2.1% |
| 3Y | -3.4% | +70.6% | -74.0% | -9.9% |
| 5Y | +5.2% | +32.1% | -27.0% | -0.2% |
| All | +95.5% | +152.9% | -57.4% | +70.6% |
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