+632.4%
GEV vs PFG
+49.6%
+582.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.0% |
| 7D | +1.6% | -0.4% | +2.1% | +1.8% |
| 30D | -7.9% | +2.9% | -10.8% | -9.5% |
| 3M | +5.6% | +6.7% | -1.1% | +1.1% |
| 6M | +13.1% | +33.8% | -20.7% | -6.3% |
| YTD | +46.7% | +35.0% | +11.8% | +20.0% |
| 1Y | +51.3% | +46.4% | +4.9% | +17.1% |
| All | +632.4% | +49.6% | +582.9% | +438.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling