+2.2%
PEP vs GTLB
-50.0%
+52.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.6% |
| 7D | +0.1% | +4.6% | -4.5% | 0.0% |
| 30D | +0.7% | +21.0% | -20.3% | +0.4% |
| 3M | -0.5% | +51.7% | -52.2% | -1.0% |
| 6M | -11.3% | +89.3% | -100.6% | -12.0% |
| YTD | -0.6% | +25.6% | -26.2% | -0.8% |
| 1Y | +1.7% | -1.5% | +3.2% | +1.8% |
| 3Y | -12.5% | -9.9% | -2.5% | -12.9% |
| All | +2.2% | -50.0% | +52.2% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling