+620.7%
GEV vs PFGC
+30.3%
+590.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +3.3% | -2.2% | +5.5% | +4.1% |
| 30D | -7.5% | -11.9% | +4.5% | -3.4% |
| 3M | -2.2% | +5.0% | -7.2% | -6.2% |
| 6M | +12.1% | +8.6% | +3.5% | +5.4% |
| YTD | +44.4% | +9.7% | +34.7% | +34.3% |
| 1Y | +57.7% | -6.3% | +64.0% | +58.8% |
| All | +620.7% | +30.3% | +590.4% | +516.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling