+620.7%
GEV vs PPL
+40.9%
+579.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.3% | +2.7% | +0.6% | +3.4% |
| 30D | -7.5% | +0.5% | -7.9% | -7.4% |
| 3M | -2.2% | +0.7% | -2.8% | -2.4% |
| 6M | +12.1% | -7.6% | +19.7% | +12.1% |
| YTD | +44.4% | +1.8% | +42.6% | +44.0% |
| 1Y | +57.7% | -0.8% | +58.4% | +58.1% |
| All | +620.7% | +40.9% | +579.8% | +625.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling