-0.5%
PEP vs GFS
-2.1%
+1.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.3% |
| 7D | -1.7% | +4.5% | -6.2% | -1.8% |
| 30D | +0.3% | -8.2% | +8.5% | +0.5% |
| 3M | -3.2% | -38.9% | +35.6% | -2.1% |
| 6M | -13.6% | -2.9% | -10.7% | -14.9% |
| YTD | -1.9% | +31.8% | -33.6% | -5.1% |
| 1Y | -0.6% | +43.1% | -43.7% | -4.6% |
| 3Y | -13.6% | -20.6% | +7.1% | -15.0% |
| All | -0.5% | -2.1% | +1.6% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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