-13.8%
PEP vs GM
+167.3%
-181.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.7% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +0.7% | -1.8% | +2.5% | +0.7% |
| 3M | -0.5% | +2.6% | -3.2% | -0.7% |
| 6M | -11.3% | +14.6% | -25.9% | -12.0% |
| YTD | -0.6% | +6.2% | -6.8% | -1.0% |
| 1Y | +1.7% | +48.7% | -47.0% | -0.2% |
| All | -13.8% | +167.3% | -181.0% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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