+65.8%
PEP vs GH
+481.7%
-415.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +0.2% | -1.1% | +1.3% | +0.2% |
| 3M | -1.1% | +21.3% | -22.4% | -1.9% |
| 6M | -13.5% | +73.5% | -87.0% | -15.3% |
| YTD | -1.2% | +58.0% | -59.2% | -3.0% |
| 1Y | -1.6% | +163.1% | -164.6% | -5.4% |
| 3Y | -12.5% | +361.0% | -373.6% | -19.1% |
| 5Y | +3.0% | +22.5% | -19.5% | -0.3% |
| All | +65.8% | +481.7% | -415.9% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling