+3.4%
PEP vs GM
+84.5%
-81.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | -1.4% | -1.1% | -0.3% | -1.3% |
| 30D | -0.2% | -3.4% | +3.2% | 0.0% |
| 3M | -4.3% | +8.7% | -13.0% | -5.0% |
| 6M | -13.2% | +15.4% | -28.6% | -14.3% |
| YTD | -1.9% | +6.6% | -8.5% | -2.6% |
| 1Y | -0.3% | +51.5% | -51.8% | -3.8% |
| 3Y | -13.6% | +169.3% | -183.0% | -21.8% |
| 5Y | +3.4% | +81.6% | -78.2% | -4.9% |
| All | +3.4% | +84.5% | -81.2% | -4.9% |
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