+518.8%
GEV vs PPL
+43.2%
+475.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | -3.0% | -1.0% | -2.0% | -3.0% |
| 30D | -18.9% | +3.0% | -21.9% | -18.8% |
| 3M | -20.1% | +1.1% | -21.2% | -20.1% |
| 6M | -24.6% | -0.8% | -23.8% | -24.7% |
| YTD | +24.0% | +3.5% | +20.5% | +23.6% |
| 1Y | +40.6% | -0.9% | +41.5% | +41.2% |
| All | +518.8% | +43.2% | +475.6% | +523.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling