+52.4%
GEV vs PEP
+2.4%
+49.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.8% | -13.0% | -7.4% |
| 7D | -5.1% | +7.4% | -12.5% | -1.6% |
| 30D | -15.8% | +13.3% | -29.2% | -10.9% |
| 3M | -18.2% | +3.5% | -21.7% | -16.0% |
| 6M | -22.4% | -5.9% | -16.5% | -19.0% |
| YTD | +27.7% | +2.3% | +25.5% | +25.8% |
| 1Y | +52.4% | +3.7% | +48.7% | +51.5% |
| All | +52.4% | +2.4% | +49.9% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling