-13.0%
PEP vs GTLB
-3.2%
-9.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.7% |
| 7D | -1.4% | +11.1% | -12.5% | -1.3% |
| 30D | +0.2% | +37.8% | -37.6% | +0.5% |
| 3M | -1.1% | +61.6% | -62.7% | -0.8% |
| 6M | -13.5% | +98.9% | -112.4% | -13.0% |
| YTD | -1.2% | +32.8% | -34.0% | -0.5% |
| 1Y | -1.6% | +14.7% | -16.2% | -0.9% |
| All | -13.0% | -3.2% | -9.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling