+534.9%
GEV vs PPL
+44.5%
+490.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.1% |
| 7D | -3.8% | -1.2% | -2.6% | -3.9% |
| 30D | -17.4% | +4.2% | -21.6% | -17.3% |
| 3M | -16.2% | +1.5% | -17.7% | -16.2% |
| 6M | -20.2% | +1.0% | -21.2% | -20.2% |
| YTD | +27.2% | +4.4% | +22.8% | +26.9% |
| 1Y | +44.6% | +0.8% | +43.8% | +45.1% |
| All | +534.9% | +44.5% | +490.4% | +539.8% |
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