+57.7%
GEV vs PCOR
-14.7%
+72.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -0.5% |
| 7D | +3.3% | -9.0% | +12.3% | +2.1% |
| 30D | -7.5% | +4.2% | -11.6% | -6.8% |
| 3M | -2.2% | +14.4% | -16.6% | +0.9% |
| 6M | +12.1% | +0.2% | +11.9% | +14.8% |
| YTD | +44.4% | -20.3% | +64.6% | +50.1% |
| 1Y | +57.7% | -16.1% | +73.8% | +68.1% |
| All | +57.7% | -14.7% | +72.3% | +68.1% |
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