+73.0%
PEP vs GH
+459.8%
-386.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.3% |
| 7D | +4.6% | -11.2% | +15.8% | +5.0% |
| 30D | +14.0% | -7.2% | +21.2% | +14.2% |
| 3M | +5.4% | -7.1% | +12.5% | +5.5% |
| 6M | -5.1% | +62.3% | -67.5% | -6.9% |
| YTD | +3.1% | +52.1% | -49.0% | +1.2% |
| 1Y | +4.8% | +58.6% | -53.9% | +2.6% |
| 3Y | -4.1% | +619.9% | -624.0% | -13.3% |
| 5Y | +3.0% | +49.7% | -46.8% | -1.7% |
| All | +73.0% | +459.8% | -386.8% | +60.8% |
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