+76.6%
PEP vs GEN
+150.2%
-73.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +0.7% | +2.6% | -2.0% | +0.3% |
| 3M | -0.5% | +15.8% | -16.3% | -2.1% |
| 6M | -11.3% | +33.1% | -44.4% | -14.2% |
| YTD | -0.6% | +11.3% | -11.9% | -2.0% |
| 1Y | +1.7% | +1.7% | 0.0% | +1.2% |
| 3Y | -12.5% | +58.1% | -70.6% | -17.7% |
| 5Y | +3.9% | +20.6% | -16.7% | -0.3% |
| 10Y | +76.6% | +149.0% | -72.4% | +51.7% |
| All | +76.6% | +150.2% | -73.6% | +51.7% |
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