+3,159.9%
PEP vs GEN
+8,838.9%
-5,678.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -1.4% | -1.2% | -0.2% | -1.3% |
| 30D | +0.2% | +10.1% | -9.9% | -0.6% |
| 3M | -1.1% | +16.1% | -17.2% | -2.3% |
| 6M | -13.5% | +38.9% | -52.3% | -15.9% |
| YTD | -1.2% | +14.4% | -15.6% | -2.6% |
| 1Y | -1.6% | +5.9% | -7.4% | -2.4% |
| 3Y | -12.5% | +58.8% | -71.3% | -16.4% |
| 5Y | +3.0% | +24.7% | -21.6% | -0.4% |
| 10Y | +73.9% | +163.1% | -89.2% | +55.7% |
| All | +3,159.9% | +8,838.9% | -5,678.9% | +1,384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling