+632.4%
GEV vs PG
-3.8%
+636.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +4.2% |
| 7D | +1.6% | -0.8% | +2.4% | +1.3% |
| 30D | -7.9% | +0.8% | -8.8% | -7.7% |
| 3M | +5.6% | -1.3% | +7.0% | +5.6% |
| 6M | +13.1% | -3.8% | +16.9% | +12.0% |
| YTD | +46.7% | +3.6% | +43.1% | +50.4% |
| 1Y | +51.3% | -5.7% | +57.0% | +50.7% |
| All | +632.4% | -3.8% | +636.2% | +626.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling