+494.7%
PEP vs GPN
+2,520.1%
-2,025.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +0.7% | +3.8% | -3.2% | -0.1% |
| 3M | -0.5% | +39.2% | -39.7% | -6.4% |
| 6M | -11.3% | +17.9% | -29.2% | -14.4% |
| YTD | -0.6% | +16.4% | -16.9% | -4.4% |
| 1Y | +1.7% | +3.6% | -2.0% | -0.4% |
| 3Y | -12.5% | -26.7% | +14.2% | -10.4% |
| 5Y | +3.9% | -44.8% | +48.7% | +9.7% |
| 10Y | +76.6% | +24.1% | +52.4% | +60.6% |
| All | +494.7% | +2,520.1% | -2,025.4% | +292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling