+265.0%
PEP vs GM
+231.7%
+33.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +12.5% | +3.6% | +9.0% | +11.9% |
| 3M | +4.5% | -0.2% | +4.8% | +4.4% |
| 6M | -0.5% | +13.9% | -14.4% | -2.6% |
| YTD | +4.4% | +6.5% | -2.0% | +2.9% |
| 1Y | +4.4% | +20.7% | -16.3% | +1.1% |
| 3Y | -3.4% | +229.5% | -232.9% | -20.5% |
| 5Y | +5.2% | +41.5% | -36.4% | -3.5% |
| 10Y | +92.1% | +204.8% | -112.7% | +45.6% |
| All | +265.0% | +231.7% | +33.4% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling