+492.6%
GEV vs PCOR
-9.4%
+502.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | -9.8% | +22.7% | -32.5% | -11.9% |
| 30D | -22.3% | +37.5% | -59.8% | -25.4% |
| 3M | -22.6% | +35.2% | -57.8% | -25.9% |
| 6M | -30.7% | +42.2% | -73.0% | -34.2% |
| YTD | +18.7% | +3.6% | +15.2% | +22.4% |
| 1Y | +41.0% | -4.8% | +45.8% | +49.9% |
| All | +492.6% | -9.4% | +502.1% | +471.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling