+492.6%
GEV vs PPL
+44.9%
+447.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.4% |
| 7D | -9.8% | +0.4% | -10.2% | -9.8% |
| 30D | -22.3% | +5.4% | -27.8% | -22.2% |
| 3M | -22.6% | +4.3% | -26.8% | -22.4% |
| 6M | -30.7% | -1.3% | -29.4% | -30.8% |
| YTD | +18.7% | +4.7% | +14.0% | +18.5% |
| 1Y | +41.0% | +1.3% | +39.8% | +41.6% |
| All | +492.6% | +44.9% | +447.7% | +497.3% |
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 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