+52.4%
GEV vs PCOR
+4.0%
+48.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +19.7% | -29.0% | -4.8% |
| 7D | -5.1% | +21.8% | -27.0% | -0.1% |
| 30D | -15.8% | +39.5% | -55.4% | -9.0% |
| 3M | -18.2% | +35.2% | -53.4% | -11.5% |
| 6M | -22.4% | +21.7% | -44.1% | -16.0% |
| YTD | +27.7% | +3.9% | +23.8% | +37.7% |
| 1Y | +52.4% | +6.9% | +45.4% | +64.6% |
| All | +52.4% | +4.0% | +48.3% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling