+3,179.4%
PEP vs GFI
+685.3%
+2,494.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +0.1% | +5.7% | -5.6% | 0.0% |
| 30D | +0.7% | +15.6% | -15.0% | +0.3% |
| 3M | -0.5% | +31.5% | -32.1% | -1.2% |
| 6M | -11.3% | -3.7% | -7.6% | -11.4% |
| YTD | -0.6% | +11.2% | -11.8% | -1.1% |
| 1Y | +1.7% | +36.4% | -34.7% | +0.5% |
| 3Y | -12.5% | +313.5% | -326.0% | -16.1% |
| 5Y | +3.9% | +528.0% | -524.1% | -1.9% |
| 10Y | +76.6% | +1,021.4% | -944.9% | +62.8% |
| All | +3,179.4% | +685.3% | +2,494.1% | +2,912.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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