-23.6%
GEV vs PEP
-3.5%
-20.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | -0.1% |
| 7D | +6.2% | -0.3% | +6.5% | +5.9% |
| 30D | -18.4% | +11.8% | -30.2% | -7.1% |
| 3M | -21.2% | +3.7% | -24.9% | -17.8% |
| 6M | -23.6% | -4.3% | -19.2% | -24.8% |
| All | -23.6% | -3.5% | -20.1% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling