+606.9%
GEV vs PFGC
+24.6%
+582.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.4% |
| 7D | -1.9% | -4.8% | +2.9% | -0.2% |
| 30D | -8.7% | -17.2% | +8.5% | -2.5% |
| 3M | +6.6% | -6.3% | +13.0% | +7.3% |
| 6M | +10.2% | +8.8% | +1.4% | +2.9% |
| YTD | +41.6% | +4.9% | +36.7% | +33.9% |
| 1Y | +43.9% | -9.5% | +53.4% | +46.4% |
| All | +606.9% | +24.6% | +582.3% | +513.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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