+245.4%
PEP vs GM
+238.5%
+7.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -1.4% | +1.9% | -3.3% | -1.7% |
| 30D | +0.2% | -1.4% | +1.6% | +0.4% |
| 3M | -1.1% | +5.9% | -7.0% | -2.0% |
| 6M | -13.5% | +12.4% | -25.9% | -15.1% |
| YTD | -1.2% | +8.6% | -9.8% | -2.7% |
| 1Y | -1.6% | +52.6% | -54.2% | -7.7% |
| 3Y | -12.5% | +169.7% | -182.2% | -25.7% |
| 5Y | +3.0% | +87.5% | -84.5% | -9.6% |
| 10Y | +73.9% | +233.0% | -159.0% | +30.1% |
| All | +245.4% | +238.5% | +7.0% | +149.2% |
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 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