+514.9%
GEV vs PCOR
-6.7%
+521.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +3.7% | +3.0% | +0.7% | +3.5% |
| 30D | -14.7% | +38.7% | -53.4% | -18.1% |
| 3M | -23.4% | +24.9% | -48.3% | -25.5% |
| 6M | -24.3% | +68.8% | -93.1% | -30.5% |
| YTD | +23.2% | +6.7% | +16.5% | +26.6% |
| 1Y | +44.2% | +3.0% | +41.2% | +50.0% |
| All | +514.9% | -6.7% | +521.5% | +491.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling