-4.1%
PEP vs GFS
-20.2%
+16.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +4.6% | -5.3% | +9.9% | +4.6% |
| 30D | +14.0% | -15.8% | +29.8% | +13.8% |
| 3M | +5.4% | -18.6% | +24.0% | +5.2% |
| 6M | -5.1% | -45.0% | +39.8% | -5.5% |
| YTD | +3.1% | +16.8% | -13.7% | -0.6% |
| 1Y | +4.8% | +17.8% | -13.0% | +1.0% |
| 3Y | -4.1% | -21.5% | +17.4% | -7.2% |
| All | -4.1% | -20.2% | +16.0% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling