+57.7%
GEV vs PH
+30.5%
+27.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | +3.3% | -3.1% | +6.4% | +5.6% |
| 30D | -7.5% | -3.2% | -4.2% | -5.6% |
| 3M | -2.2% | +10.6% | -12.8% | -9.2% |
| 6M | +12.1% | -2.1% | +14.2% | +12.0% |
| YTD | +44.4% | +10.2% | +34.2% | +32.7% |
| 1Y | +57.7% | +28.2% | +29.4% | +33.5% |
| All | +57.7% | +30.5% | +27.1% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling