+620.7%
GEV vs PCOR
-30.2%
+651.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.7% |
| 7D | +3.3% | -9.0% | +12.3% | +4.8% |
| 30D | -7.5% | +4.2% | -11.6% | -8.3% |
| 3M | -2.2% | +14.4% | -16.6% | -4.4% |
| 6M | +12.1% | +0.2% | +11.9% | +11.4% |
| YTD | +44.4% | -20.3% | +64.6% | +53.9% |
| 1Y | +57.7% | -16.1% | +73.8% | +63.0% |
| All | +620.7% | -30.2% | +651.0% | +619.1% |
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 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