+64.6%
PEP vs GH
+486.6%
-422.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.3% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +0.3% | -2.6% | +3.0% | +0.4% |
| 3M | -3.2% | +25.1% | -28.3% | -4.1% |
| 6M | -13.6% | +78.5% | -92.1% | -15.4% |
| YTD | -1.9% | +59.4% | -61.2% | -3.7% |
| 1Y | -0.6% | +173.9% | -174.5% | -4.7% |
| 3Y | -13.6% | +382.7% | -396.3% | -20.3% |
| 5Y | +3.2% | +24.4% | -21.2% | -0.2% |
| All | +64.6% | +486.6% | -422.0% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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