+643.2%
GEV vs PFG
+48.1%
+595.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.9% |
| 7D | +8.1% | +6.0% | +2.1% | +4.5% |
| 30D | -1.9% | +2.2% | -4.1% | -3.2% |
| 3M | +4.1% | +10.4% | -6.3% | -2.6% |
| 6M | +23.2% | +27.8% | -4.6% | +4.9% |
| YTD | +48.9% | +33.6% | +15.2% | +22.4% |
| 1Y | +62.2% | +49.3% | +12.9% | +23.6% |
| All | +643.2% | +48.1% | +595.1% | +449.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling