+3,280.3%
PEP vs GPC
+2,100.6%
+1,179.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +6.7% | +1.7% | +5.0% | +6.1% |
| 30D | +13.5% | -2.3% | +15.8% | +14.3% |
| 3M | +3.9% | -4.5% | +8.4% | +5.3% |
| 6M | -6.0% | +21.6% | -27.6% | -12.4% |
| YTD | +2.5% | +4.0% | -1.6% | -0.3% |
| 1Y | +3.9% | +3.5% | +0.4% | +1.2% |
| 3Y | -4.7% | +2.1% | -6.8% | -9.2% |
| 5Y | +1.1% | +5.5% | -4.4% | -6.3% |
| 10Y | +83.8% | +90.7% | -6.9% | +31.4% |
| All | +3,280.3% | +2,100.6% | +1,179.7% | +747.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling