+3.0%
PEP vs GIS
-32.9%
+35.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | +4.6% | +1.5% | +3.1% | +3.8% |
| 30D | +14.0% | +9.2% | +4.8% | +8.7% |
| 3M | +5.4% | -5.4% | +10.8% | +7.7% |
| 6M | -5.1% | +3.4% | -8.6% | -7.9% |
| YTD | +3.1% | -20.5% | +23.6% | +14.6% |
| 1Y | +4.8% | -20.0% | +24.8% | +15.9% |
| 3Y | -4.1% | -38.6% | +34.5% | +21.5% |
| 5Y | +3.0% | -33.1% | +36.1% | +21.0% |
| All | +3.0% | -32.9% | +35.9% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 5y: compounded portfolio wealth divided by compounded GIS 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…
5y analysis · Full analysis span regression · 6 months rolling