+620.7%
GEV vs PCG
-11.2%
+631.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | +3.3% | -13.9% | +17.1% | +5.0% |
| 30D | -7.5% | -16.9% | +9.4% | -5.5% |
| 3M | -2.2% | -14.7% | +12.6% | -1.0% |
| 6M | +12.1% | -23.8% | +35.9% | +16.2% |
| YTD | +44.4% | -10.5% | +54.9% | +44.9% |
| 1Y | +57.7% | -5.1% | +62.8% | +55.2% |
| All | +620.7% | -11.2% | +631.9% | +621.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling