+3.4%
PEP vs GNRC
-60.2%
+63.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.1% |
| 7D | -1.4% | -0.7% | -0.6% | -1.3% |
| 30D | -0.2% | -15.8% | +15.6% | +0.3% |
| 3M | -4.3% | -24.0% | +19.7% | -3.7% |
| 6M | -13.2% | -13.8% | +0.6% | -13.3% |
| YTD | -1.9% | +33.2% | -35.1% | -4.2% |
| 1Y | -0.3% | -1.8% | +1.5% | -1.5% |
| 3Y | -13.6% | +57.7% | -71.3% | -17.5% |
| 5Y | +3.4% | -59.7% | +63.1% | -1.9% |
| All | +3.4% | -60.2% | +63.5% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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