+2.9%
PEP vs GPC
+4.8%
-2.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -0.3% | -1.3% | +1.0% | 0.0% |
| 30D | +11.8% | -6.0% | +17.8% | +13.4% |
| 3M | +3.7% | -7.6% | +11.3% | +5.6% |
| 6M | -4.3% | +24.2% | -28.5% | -9.5% |
| YTD | +2.1% | +2.7% | -0.6% | +0.5% |
| 1Y | +2.5% | +0.2% | +2.4% | +1.5% |
| 3Y | -5.0% | -0.8% | -4.3% | -8.1% |
| 5Y | +2.9% | +4.4% | -1.6% | -4.9% |
| All | +2.9% | +4.8% | -2.0% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling