-3.4%
PEP vs GH
+584.3%
-587.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.3% | +2.2% |
| 7D | +2.9% | +0.6% | +2.4% | +2.9% |
| 30D | +12.5% | -6.9% | +19.4% | +12.4% |
| 3M | +4.5% | -4.9% | +9.4% | +4.5% |
| 6M | -0.5% | +54.1% | -54.5% | -0.3% |
| YTD | +4.4% | +48.5% | -44.1% | +4.7% |
| 1Y | +4.4% | +61.2% | -56.8% | +4.6% |
| 3Y | -3.4% | +570.3% | -573.7% | -5.4% |
| All | -3.4% | +584.3% | -587.7% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling