+510.2%
GEV vs PCG
-17.5%
+527.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.0% |
| 7D | -13.2% | -0.5% | -12.7% | -13.1% |
| 30D | -20.6% | +0.8% | -21.4% | -20.7% |
| 3M | -19.5% | -22.0% | +2.5% | -17.1% |
| 6M | -23.3% | -17.1% | -6.2% | -22.4% |
| YTD | +22.2% | -16.9% | +39.1% | +23.9% |
| 1Y | +37.8% | -19.1% | +56.9% | +40.6% |
| All | +510.2% | -17.5% | +527.7% | +516.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling