+510.2%
GEV vs PCOR
-8.3%
+518.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | -13.2% | +20.7% | -33.9% | -15.0% |
| 30D | -20.6% | +35.7% | -56.3% | -23.6% |
| 3M | -19.5% | +31.1% | -50.6% | -22.4% |
| 6M | -23.3% | +43.1% | -66.4% | -27.1% |
| YTD | +22.2% | +4.8% | +17.4% | +25.8% |
| 1Y | +37.8% | -3.7% | +41.5% | +46.4% |
| All | +510.2% | -8.3% | +518.5% | +487.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling