+3.4%
PEP vs GPN
-46.4%
+49.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | -1.4% | -3.5% | +2.1% | -1.0% |
| 30D | -0.2% | +3.1% | -3.3% | -0.6% |
| 3M | -4.3% | +42.3% | -46.6% | -8.1% |
| 6M | -13.2% | +20.9% | -34.1% | -15.4% |
| YTD | -1.9% | +15.2% | -17.1% | -4.1% |
| 1Y | -0.3% | +5.4% | -5.8% | -1.6% |
| 3Y | -13.6% | -27.4% | +13.8% | -11.5% |
| 5Y | +3.4% | -44.2% | +47.6% | +8.5% |
| All | +3.4% | -46.4% | +49.7% | +8.5% |
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