+57.7%
GEV vs PG
-4.9%
+62.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | -0.1% |
| 7D | +3.3% | +1.9% | +1.4% | +4.2% |
| 30D | -7.5% | -0.2% | -7.2% | -7.5% |
| 3M | -2.2% | +4.8% | -7.0% | -0.8% |
| 6M | +12.1% | -6.1% | +18.2% | +9.1% |
| YTD | +44.4% | +4.5% | +39.9% | +54.6% |
| 1Y | +57.7% | -5.3% | +63.0% | +50.3% |
| All | +57.7% | -4.9% | +62.6% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling