+514.9%
GEV vs PFG
+46.2%
+468.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +3.7% | +2.4% | +1.4% | +2.5% |
| 30D | -14.7% | +5.9% | -20.5% | -17.3% |
| 3M | -23.4% | -0.4% | -23.0% | -23.6% |
| 6M | -24.3% | +14.8% | -39.2% | -31.3% |
| YTD | +23.2% | +31.9% | -8.7% | +1.6% |
| 1Y | +44.2% | +38.8% | +5.4% | +15.2% |
| All | +514.9% | +46.2% | +468.7% | +356.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling