+514.9%
GEV vs PPL
+44.4%
+470.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.8% |
| 7D | +3.7% | -0.4% | +4.1% | +3.7% |
| 30D | -14.7% | +2.6% | -17.3% | -14.6% |
| 3M | -23.4% | +0.8% | -24.2% | -23.4% |
| 6M | -24.3% | +1.4% | -25.7% | -24.4% |
| YTD | +23.2% | +4.3% | +18.9% | +22.9% |
| 1Y | +44.2% | +0.8% | +43.5% | +44.8% |
| All | +514.9% | +44.4% | +470.5% | +519.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling