+4.9%
PEP vs GEN
+20.7%
-15.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | +6.7% | +8.5% | -1.8% | +6.3% |
| 30D | +13.5% | +34.2% | -20.7% | +12.5% |
| 3M | +3.9% | +10.0% | -6.0% | +3.6% |
| 6M | -6.0% | +56.8% | -62.8% | -5.0% |
| YTD | +2.5% | +14.2% | -11.8% | +4.7% |
| All | +4.9% | +20.7% | -15.8% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling