+3.2%
PEP vs GFS
+24.3%
-21.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | +0.7% |
| 7D | +1.1% | +6.2% | -5.2% | +1.7% |
| 30D | +13.6% | -11.4% | +25.0% | +12.9% |
| 3M | +5.1% | -15.5% | +20.6% | +4.2% |
| 6M | -1.6% | -42.6% | +41.0% | -4.7% |
| YTD | +3.3% | +23.2% | -19.8% | +0.4% |
| 1Y | +3.2% | +23.6% | -20.3% | +0.2% |
| All | +3.2% | +24.3% | -21.1% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling