+514.9%
GEV vs PEP
-8.3%
+523.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -0.6% |
| 7D | +3.7% | +2.9% | +0.8% | +5.5% |
| 30D | -14.7% | +12.5% | -27.2% | -8.5% |
| 3M | -23.4% | +4.5% | -28.0% | -20.7% |
| 6M | -24.3% | -0.5% | -23.8% | -22.4% |
| YTD | +23.2% | +4.4% | +18.8% | +30.1% |
| 1Y | +44.2% | +4.4% | +39.9% | +52.2% |
| All | +514.9% | -8.3% | +523.1% | +516.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling