+627.7%
GEV vs PEP
-13.8%
+641.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.7% |
| 7D | +3.2% | -1.7% | +4.8% | +2.3% |
| 30D | -4.0% | +0.3% | -4.3% | -3.8% |
| 3M | +3.4% | -3.2% | +6.7% | +2.9% |
| 6M | +14.7% | -13.6% | +28.3% | +9.5% |
| YTD | +45.8% | -1.9% | +47.6% | +47.6% |
| 1Y | +57.4% | -0.6% | +58.0% | +60.7% |
| All | +627.7% | -13.8% | +641.4% | +599.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling