+627.7%
GEV vs PCG
-11.9%
+639.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.5% |
| 7D | +3.2% | +6.5% | -3.3% | +2.4% |
| 30D | -4.0% | -16.7% | +12.7% | -2.0% |
| 3M | +3.4% | -14.2% | +17.6% | +4.5% |
| 6M | +14.7% | -21.5% | +36.1% | +18.1% |
| YTD | +45.8% | -11.2% | +57.0% | +46.5% |
| 1Y | +57.4% | -4.2% | +61.6% | +54.4% |
| All | +627.7% | -11.9% | +639.6% | +628.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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