+2.0%
PEP vs GTLB
-64.3%
+66.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.4% |
| 7D | +1.0% | -9.6% | +10.6% | +1.1% |
| 30D | +12.6% | -14.5% | +27.1% | +12.8% |
| 3M | +3.1% | +20.9% | -17.8% | +2.9% |
| 6M | -6.3% | +81.4% | -87.7% | -7.0% |
| YTD | +1.9% | +25.6% | -23.7% | +1.5% |
| 1Y | +3.3% | +3.4% | -0.2% | +3.3% |
| 3Y | -4.8% | +8.9% | -13.7% | -5.8% |
| 5Y | +2.0% | -64.0% | +66.0% | +0.4% |
| All | +2.0% | -64.3% | +66.3% | +0.4% |
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