+620.7%
GEV vs PEP
-13.2%
+633.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.3% |
| 7D | +3.3% | -1.4% | +4.7% | +2.5% |
| 30D | -7.5% | +0.2% | -7.7% | -7.2% |
| 3M | -2.2% | -1.1% | -1.1% | -1.7% |
| 6M | +12.1% | -13.5% | +25.6% | +7.1% |
| YTD | +44.4% | -1.2% | +45.6% | +46.7% |
| 1Y | +57.7% | -1.6% | +59.2% | +60.0% |
| All | +620.7% | -13.2% | +633.9% | +595.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling