+643.2%
GEV vs PEP
-12.7%
+655.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.4% |
| 7D | +8.1% | +0.1% | +8.0% | +8.1% |
| 30D | -1.9% | +0.7% | -2.6% | -1.5% |
| 3M | +4.1% | -0.5% | +4.6% | +4.8% |
| 6M | +23.2% | -11.3% | +34.5% | +19.0% |
| YTD | +48.9% | -0.6% | +49.5% | +51.8% |
| 1Y | +62.2% | +1.7% | +60.5% | +67.7% |
| All | +643.2% | -12.7% | +655.8% | +619.2% |
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