+2.9%
PEP vs GM
+46.1%
-43.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.9% |
| 7D | -0.3% | -3.4% | +3.1% | 0.0% |
| 30D | +11.8% | +2.7% | +9.1% | +11.4% |
| 3M | +3.7% | -0.4% | +4.0% | +3.6% |
| 6M | -4.3% | +13.3% | -17.6% | -5.5% |
| YTD | +2.1% | +6.8% | -4.6% | +1.3% |
| 1Y | +2.5% | +21.1% | -18.6% | +0.6% |
| 3Y | -5.0% | +231.0% | -236.1% | -16.5% |
| 5Y | +2.9% | +41.9% | -39.1% | -2.9% |
| All | +2.9% | +46.1% | -43.2% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling