+632.4%
GEV vs PPG
-21.6%
+654.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +1.6% | -6.2% | +7.9% | +4.0% |
| 30D | -7.9% | -7.9% | 0.0% | -5.2% |
| 3M | +5.6% | -10.2% | +15.8% | +9.3% |
| 6M | +13.1% | +2.7% | +10.4% | +10.8% |
| YTD | +46.7% | +4.9% | +41.9% | +41.4% |
| 1Y | +51.3% | -3.2% | +54.5% | +50.9% |
| All | +632.4% | -21.6% | +654.1% | +671.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling