+514.9%
GEV vs PFGC
+46.9%
+468.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | +3.7% | +3.4% | +0.3% | +2.9% |
| 30D | -14.7% | +16.9% | -31.6% | -18.8% |
| 3M | -23.4% | +6.4% | -29.8% | -24.7% |
| 6M | -24.3% | +16.0% | -40.3% | -29.6% |
| YTD | +23.2% | +23.6% | -0.4% | +10.4% |
| 1Y | +44.2% | +16.6% | +27.6% | +32.8% |
| All | +514.9% | +46.9% | +468.0% | +406.3% |
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