+518.8%
GEV vs PCG
-18.3%
+537.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | -3.0% | -2.2% | -0.7% | -2.6% |
| 30D | -18.9% | -0.5% | -18.4% | -18.8% |
| 3M | -20.1% | -24.0% | +3.9% | -17.4% |
| 6M | -24.6% | -18.6% | -6.0% | -23.5% |
| YTD | +24.0% | -17.7% | +41.6% | +25.8% |
| 1Y | +40.6% | -20.0% | +60.6% | +43.8% |
| All | +518.8% | -18.3% | +537.1% | +526.2% |
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