+464.1%
PEP vs GME
+1,469.6%
-1,005.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +4.6% | +4.8% | -0.2% | +4.5% |
| 30D | +14.0% | -4.3% | +18.3% | +14.1% |
| 3M | +5.4% | +35.3% | -30.0% | +4.7% |
| 6M | -5.1% | +4.7% | -9.9% | -5.3% |
| YTD | +3.1% | +26.6% | -23.5% | +2.5% |
| 1Y | +4.8% | +18.3% | -13.6% | +4.3% |
| 3Y | -4.1% | +102.8% | -106.9% | -8.6% |
| 5Y | +3.0% | -48.9% | +51.9% | -0.2% |
| 10Y | +89.6% | +480.5% | -390.9% | +26.9% |
| All | +464.1% | +1,469.6% | -1,005.5% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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