+0.1%
PEP vs GFS
-3.7%
+3.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | -1.4% | +1.0% | -2.4% | -1.4% |
| 30D | +0.2% | -8.6% | +8.8% | +0.4% |
| 3M | -1.1% | -46.5% | +45.4% | +0.6% |
| 6M | -13.5% | -4.8% | -8.7% | -14.7% |
| YTD | -1.2% | +29.7% | -30.8% | -4.5% |
| 1Y | -1.6% | +35.8% | -37.4% | -5.2% |
| 3Y | -12.5% | -18.3% | +5.8% | -14.2% |
| All | +0.1% | -3.7% | +3.8% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling