+80.1%
PEP vs GPC
+85.6%
-5.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.6% |
| 7D | +2.9% | +1.6% | +1.3% | +2.5% |
| 30D | +14.2% | -2.1% | +16.3% | +14.8% |
| 3M | +3.2% | -6.8% | +10.0% | +5.2% |
| 6M | -7.4% | +18.6% | -26.0% | -12.4% |
| YTD | +1.5% | +2.7% | -1.2% | -0.5% |
| 1Y | +3.9% | +1.8% | +2.1% | +2.0% |
| 3Y | -5.5% | +1.1% | -6.6% | -9.3% |
| 5Y | +0.1% | +4.1% | -3.9% | -6.5% |
| All | +80.1% | +85.6% | -5.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling