+52.4%
GEV vs PFG
+46.8%
+5.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.1% | -13.4% | -9.8% |
| 7D | -5.1% | +4.9% | -10.0% | -5.8% |
| 30D | -15.8% | +5.7% | -21.5% | -16.5% |
| 3M | -18.2% | +2.6% | -20.7% | -18.6% |
| 6M | -22.4% | +19.8% | -42.2% | -27.2% |
| YTD | +27.7% | +36.3% | -8.5% | +12.3% |
| 1Y | +52.4% | +47.9% | +4.5% | +33.1% |
| All | +52.4% | +46.8% | +5.5% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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