-4.6%
PEP vs GEN
+84.3%
-88.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +6.7% | +8.5% | -1.8% | +5.9% |
| 30D | +13.5% | +34.2% | -20.7% | +10.6% |
| 3M | +3.9% | +10.0% | -6.0% | +2.9% |
| 6M | -6.0% | +56.8% | -62.8% | -9.8% |
| YTD | +2.5% | +14.2% | -11.8% | +2.0% |
| 1Y | +3.9% | +20.8% | -16.8% | +2.6% |
| All | -4.6% | +84.3% | -88.9% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling