+3,159.9%
PEP vs GPC
+2,341.8%
+818.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -1.4% | +1.2% | -2.6% | -1.8% |
| 30D | +0.2% | +6.0% | -5.7% | -1.7% |
| 3M | -1.1% | +42.6% | -43.7% | -12.3% |
| 6M | -13.5% | +22.8% | -36.2% | -19.7% |
| YTD | -1.2% | +15.5% | -16.6% | -7.0% |
| 1Y | -1.6% | +2.0% | -3.6% | -3.6% |
| 3Y | -12.5% | -1.4% | -11.1% | -15.7% |
| 5Y | +3.0% | +30.6% | -27.6% | -11.1% |
| 10Y | +73.9% | +80.6% | -6.7% | +27.0% |
| All | +3,159.9% | +2,341.8% | +818.1% | +691.0% |
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