+514.9%
GEV vs PH
+77.5%
+437.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | +3.7% | +4.3% | -0.6% | -0.2% |
| 30D | -14.7% | +0.1% | -14.8% | -14.3% |
| 3M | -23.4% | -9.4% | -14.1% | -15.9% |
| 6M | -24.3% | +8.8% | -33.1% | -29.5% |
| YTD | +23.2% | +9.6% | +13.6% | +12.7% |
| 1Y | +44.2% | +14.4% | +29.8% | +27.3% |
| All | +514.9% | +77.5% | +437.3% | +270.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling