+4.4%
PEP vs GPN
-27.3%
+31.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.7% |
| 7D | +2.9% | -5.6% | +8.5% | +3.5% |
| 30D | +12.5% | +13.6% | -1.1% | +10.5% |
| 3M | +4.5% | -2.8% | +7.3% | +4.6% |
| 6M | -0.5% | +38.1% | -38.5% | -4.6% |
| YTD | +4.4% | +19.9% | -15.5% | +1.3% |
| 1Y | +4.4% | +23.4% | -19.1% | +0.8% |
| 3Y | -3.4% | -12.6% | +9.2% | -3.8% |
| All | +4.4% | -27.3% | +31.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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