+273.9%
PEP vs GNRC
+2,087.1%
-1,813.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -0.8% |
| 7D | -1.4% | +1.9% | -3.3% | -1.6% |
| 30D | +0.2% | -13.8% | +14.1% | +1.3% |
| 3M | -1.1% | -32.6% | +31.5% | +1.6% |
| 6M | -13.5% | -15.2% | +1.7% | -13.2% |
| YTD | -1.2% | +37.4% | -38.6% | -5.2% |
| 1Y | -1.6% | +5.1% | -6.7% | -3.7% |
| 3Y | -12.5% | +57.5% | -70.0% | -18.9% |
| 5Y | +3.0% | -58.7% | +61.7% | +5.9% |
| 10Y | +73.9% | +395.5% | -321.6% | +34.1% |
| All | +273.9% | +2,087.1% | -1,813.2% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling