+43.9%
GEV vs PH
+24.6%
+19.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -1.7% |
| 7D | -1.9% | -3.1% | +1.2% | +0.4% |
| 30D | -8.7% | -11.8% | +3.1% | 0.0% |
| 3M | +6.6% | +6.9% | -0.3% | +1.4% |
| 6M | +10.2% | -1.3% | +11.5% | +9.4% |
| YTD | +41.6% | +7.0% | +34.7% | +33.2% |
| 1Y | +43.9% | +23.1% | +20.8% | +25.5% |
| All | +43.9% | +24.6% | +19.3% | +25.5% |
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